Back

Multiple Insight support and constrcution

Hey community

I would like to execute individual trade based optimization, for example, every day we emit insights :

[ TTL, TP, SL] Long  GOOGLE 3days, 10% TP, 2%SL emitted on Monday morning,

without interrupting my Monday's insight I would like to add new insight on Tuesday 

[ TTL, TP, SL] Long  GOOGLE 14days, 20% TP, 4%SL emitted on Tuesday morning,

I would like both trades live together, does QC Alpha and Portfolio construction support such requirements?

 

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.


Hi Ofir,

QC offers a few commonly used portfolio construction models such as equal weight and mean-variance optimization. It seems like you have specific portfolio construction ideas in mind, so you would need to write your own portfolio construction model to handle the insights that are emitted in your desired way. You can refer to the examples here for inspiration. 

Hope this helps!

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.


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.


Loading...

This discussion is closed