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Does LAEN support multiple strategy trading against the same broker on the same symbol, i.e. trade multiple longs and shorts open independently?
For example Strategy S1 going 2 Long, then after some point Strategy S2 going 1 short, then strategy S3 going 2 short, and they exit at their respective times as necessary. Even though the broker sees the net positions, but the Lean platform can manage and track them independently and accurately
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Louis Szeto
Hi Faisal
For multiple strategies, we recommend using multiple alpha models. The portfolio construction model will handle multiple signals from repeated insights on the same symbol to yield a net position for trading. This could simplify the calculation and minimize the trading fee.
Best
Louis Szeto
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Faisal
Problem with multiple alpha models is that, each strategy cannot be validated in isolation.
Best way would have been if multiple strategies to coexist on the same broker account, even if broker does netting, the QuantConnect platform could track each strategys' virtual positions independently.
I assume QuantConnect does not support separate multiple strategies to coexist independently, right?
Varad Kabade
Hi Faisal,
When using multiple alpha models, we can track individual insights from respective alpha models. Refer to the following thread for more information
We can run multiple algorithms live, but only one per brokerage account. To use the same account for multiple strategies, you need to create a subaccount at the brokerage. Refer to this thread for more information.
Best,
Varad Kabade
Faisal
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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