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New Coinbase Portfolios feature to deploy Multiple Strategies?

Hi Everyone. I'm new on QuantConnect and I really appreciate the efforts You are putting on this project and the helpful community that you where able to gather. It's really awesome!

I was searching on how to deploy more than one strategy with one account only and so far I've seen that this is a feature available only for intitutional accounts on Interactive Brokers, but quite recently Coinbase has given the possibility to create different Portfolios inside a single Account: 

https://blog.coinbase.com/introducing-portfolios-on-coinbase-pro-a5a2a2e02996

Could this be an opportunity to implement the possibility to launch multiple strategies on the same account?

Maybe it's a naive question if the team @ QuantConnect is already working to add it to Lean.

Thank You everyone for this incredible platform.

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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 Alessio,

Thank you for the kind words. Fortunately, Lean already has the ability to trade multiple crypto strategies within a single portfolio. As can be read in the Alpha Creation section of our documentation, this is accomplished by adding multiple alpha models to the algorithm.

self.AddAlpha( RsiAlphaModel() )
self.AddAlpha( EmaCrossAlphaModel() )

See the attached algorithm for a full working example of this.

Best,

Derek

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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.


That's Awesome Derek!

I think It's a good feature to deploy multiple alpha models on one portfolio and let the constructor work on rebalancing everything.

Maybe having more than one Portfolio could be usefull only for professionals that can put on a server for every customer they have.

Thank You for your reply!

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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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