Backtest Multiple Strategies


You can think of a strategy as a time-series. SPY is a time-series. So is GLD, so is IBM. Just a sequence of numbers. So a strategy is it’s equity curve, an artificially made time series. You can invest in one or in multiple ones, just as if they were “assets” also.

There are many choices. You can automate all this, not just backtest. I just realized that your post on starting Bompus stocks B was posted in

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