Modeling Performance of multiple strategies: Combining Equity Curves

Most traders do not allocate their entire portfolio to a single trading strategy. However, backtesting tools such as AmiBroker make it difficult or impossible to see the net result of trading multiple strategies with diverse sets of rules. We will discuss how combining equity curves from multiple strategies can provide a reasonable approximation of the composite performance, as well as the pros, cons, and underlying assumptions of using this approach.

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Tranquility Trading Strategy Equity Data

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