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System Results for each symbol

Posted By rsheftel 9 Years Ago
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Posted Monday July 14 2008
My suggestion is that in the System Results view after performing a simulation, that all of the available statistics, equity curves, etc be available on both the over all system level (as it is now) and at the individual symbol level. It would also be great to be able to select any combination of symbols (from a treeview like the Symbol List) and have the combined results of the selected symbols be displayed.

This is useful because for any system it is important to be able to drill down on the portfolio results to get a understanding of where the performance is coming from. As an example, you could have 500 stocks in the portfolio, but if 5 account for 100% of the profits, this is a hidden risk in the system. Allowing for subsets and drill down allows for the System Results view to be an interactive part of the design process.

Thanks.



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