Portfolio Backtest Request

Optuma Forums Optuma Feature Requests Portfolio Backtest Request

Viewing 2 posts - 1 through 2 (of 2 total)
  • Author
    Posts
  • #65337
    Deepak
    • Topics: 85
    • Replies: 71
    • Posts: 156

    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

    #65379
    Mathew
    • Topics: 40
    • Replies: 2,021
    • Posts: 2,061

    Hi Deepak,

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

    All the best

    Mathew

    1 user thanked author for this post.
Viewing 2 posts - 1 through 2 (of 2 total)
  • You must be logged in to reply to this topic.

Pin It on Pinterest