Skip to content

Navigation Menu

Sign in
Appearance settings

Search code, repositories, users, issues, pull requests...

Provide feedback

We read every piece of feedback, and take your input very seriously.

Saved searches

Use saved searches to filter your results more quickly

Sign up
Appearance settings

Backtesting a multi-asset short strategy #1125

Unanswered
jontstaz asked this question in Q&A
Discussion options

Hi all,

I've developed a strategy which essentially monitors a specific news source for new articles that mention a US Stock and then places a short order on said stock whenever an article is detected. I've compiled a CSV file of historical datetimes and the associated stock code from previous articles and developed my own rudimentary backtester. However it would be great to be able to use a library such as this to visualise more detailed analytics of my strategy. It appears as though it's aimed at strategies that trade only 1 stock over time. Is it possible to use this for a strategy such as mine?

Many thanks in advance.

You must be logged in to vote

Replies: 0 comments

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Category
Q&A
Labels
None yet
1 participant

AltStyle によって変換されたページ (->オリジナル) /