Here is a final set of filters you can run on your algorithms to help you decide the best choice from the selection of Strategies you created in Strategy Quant. Filters #1 – Delete Highly correlated strategies. Divide the Strategies in groups of 20-30 or less. Select all the strategies Under the Portfolio Tab –… Continue reading Strategy Quant FX Final Filters
Tag: strategy lab
Strategy Quant Lab FX Robustness
If you do not know what strategy quant x is you can check it out here: www.strategyquant.com – get the free trial if you end up wanting to purchase it use these coupons and get it cheaper. This is based of the Strategy Lab Course. This is a continuation of FX Settings which was used to create… Continue reading Strategy Quant Lab FX Robustness
Strategy Quant Lab Course FX Settings
If you do not know what strategy quant x is you can check it out here: www.strategyquant.com – get the free trial if you end up wanting to purchase it use these coupons and get it cheaper. This is the basic notes from the Strategy Quant Course that was taught by Strategy Lab. I include… Continue reading Strategy Quant Lab Course FX Settings