Portfolio Backtest Request

Optuma Forums Optuma Feature Requests Portfolio Backtest Request

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  • #65337
    • Topics: 93
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    • Posts: 181

    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.


    • Topics: 41
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    • Posts: 2,083

    Hi Deepak,

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

    All the best


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