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Test Multiple Models in a Portfolio Backtest

Hi There,

Newbie question: can QC be set up to back-test multiple models at the same time in a diversified portfolio?  For example, say I had 10 different strategies, all for stocks, that ran together on a single portfolio (say using 10% of the portfolio capital each) - whereby I'd be looking for the portfolio-level statics (return, sharpe, whatever) to be returned to me at the end?

Thanks!

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If I understood you correcty, yes.
What you cannot do is to have different Portfolios where you hold opposite positions (short 200 SPY in one and long 300 SPY in another).

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Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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