Portfolio Backtest Request

[Deepak]

Hiii Sir,

I was looking to filter down the stocks based on a certain volume criteria based on turnover however what i found out the turn over values are different for different periods & may not be the best way to filter down stocks. In order to rectify this i have come up with an idea i.e to select only say top 1000 stocks in the universe by turnover & then rank them for say momentum. Currently in backtest option this type is not available. Is it possible to incorporate.

Regards,
Deepk

[Mathew]

Hi Deepak,

Better ranking will be something that we incorporate including multiple levels of filtering.

All the best

Mathew

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Deepak Gharpure

[Author]

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