QT Backtested Investments

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  • #80917

    In QT is there there any way to get the historical allocations of the actual investments? When using meta-strategies, the only way to see the actual investments of the sub strategies is on the Consolidate Allocations dialog. But that is only for the current month. I’d like to run some tactical trading scenarios over the actual backtested allocations.


    In QuantTrader you can open the „ranking log“ page on the left side to see all historical allocations

    Mark Vincent

    There is no easy way but you could run each of the strategies at the lowest level then look at the performance log. You can download the performance log to .csv and open in Excel. You can do this for all the strategies then paste them into one spreadsheet. It would be a lot of cutting and pasting. You would have to calculate the allocations manually. Possible but time consuming. You could automate a lot of the work if you used your own database and setup your own reference tables. This would be nice feature to have automate in QT.



    Actually we have that data in our API. One of our best-kept secrets, but probably this is something we need to release and document for our “power users”. And hey, maybe a bit of “LI XMas feeling” is good in these times:

    If you’re logged in and paste this into your browser this should work:


    And “all in one”, albeit in json format, which is not so easy to digest in Excel:



    Good to know on the LI strategies. In QT, I found the historical data in the, drum roll please, data folder already in a csv format – strategies prefixed with a “#”. It seems all I will need to do is recursively build the allocations by reading each of a meta-strategies strategies until I get to the actual symbols.

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