So for example, let’s say I define a momentum strategies and a mean reversion strategies, and then I want to create a meta strategy that allocates 50/50 to both strategies on a monthly basis.
Speaking of monthly basis, is QTPyLib designed with mostly short term trading in mind or can we set up jobs for EOD as well?
Is there a way to trade an user defined strategy?
So for example, let’s say I define a momentum strategies and a mean reversion strategies, and then I want to create a meta strategy that allocates 50/50 to both strategies on a monthly basis.
Speaking of monthly basis, is QTPyLib designed with mostly short term trading in mind or can we set up jobs for EOD as well?
Thanks