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Hello,
I was wondering if there is a simple way to combine multiple algorithms together with various allocations. A meta algorithm in a way.
Example: I have different 3 projects with various sharpe, cagr, drawdown, etc. I would like to combine these together with different allocations, 40%, 40%, 20%, and see the resulting metrics.
Thanks.
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Varad Kabade
Hi AK M,
We can convert the algorithms into AlphaModels and combine them in a single algorithm using AddAlpha method. We recommend going through the following thread for more information regarding the same.
We recommend going through the following thread if we want to have a single account for multiple algorithms.
Best,
Varad Kabade
AK M
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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