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Hi all, I've been searching for an example on how to do this, but haven't found anything. I've written 2 separate algorithms that perform well individually. I have reason to believe they are non-correlated and if ran simultaneously on a single Portfolio (ie, 50% of equity to Algo A, 50% of equity to Algo B), I believe the overall performance would be better than either individually. I'd like to backtest this hypothesis. Any advice or sample code?
Thanks,
Chetan
Upvote
Hi Chetan,
For example code of running multiple strategies in a single algorithm, see the InternFund algorithms.
Best,
Derek Melchin
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