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Feature request: Multiple strategy backtester

Posted: Sep 25 2010
by danilo
Should be nice to have a multiple strategy backester that allow to test at once an arsenal of well test strategies. Given the possibility to perform a multiple strategy optimization (with walk forward capability). Please find attached, as sample, the Bloomberg's implementation. I think that MC can do much better! (with more metrics).

Regards,
Danilo

Re: Feature request: Multiple strategy backtester

Posted: Oct 01 2010
by Dave Masalov
Dear Danilo,

Your feature request has been forwarded to the developers.