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Hi Guy's
I have an other odd requests. Basically I like to build hedging strategies. These are are supporting in the FX market (Except the US). Also support in MT4. However QC does not appear to support hedging.
Futures and TradeStation does not support hedging. However how I get around it is I have between two and four accounts. With between two and four strategies each connected to a separate account. Where each strategies is communication with the other strategies and a fund re-balancing program. Thus allowing some strategies only opening long positions and some strategies only opening short positions. The net result being a hedge strategy.
The thing that make it work is the Windows COM communication between the strategies and my custom accounts re-balancing.
I am wondering if under QC the I can run multiple strategies on multiple accounts and is there a way to have the strategies communicate with each other?
Thinking about this this will get me around another limitation with you platform. We you can not have a raw and adjusted data feed from the same asset. This you could have the Options trades being performed on the raw and the Technical Analysis being performed on the Adjusted.
Louis Szeto
Hi Jason
In QC, we use multiple alpha models for inter-strategy optimization by setting up each strategy as an alpha model and assign insight weight for them. The portfolio construction model will handle multiple signals on repeated insights on the same symbol to yield a net position for trading. This could simplify the calculation and minimize the trading fee. You may also refer to this solution for a naive implementation.
Best
Louis
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Jackson Dude
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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