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Frank:
thanks for your reply.
1. I followed your instruction and created three symbols: ISF.L, CUKX.L and MIDD.L. However, their returns do not look right.
For example, I create a single position strategy with only ISF.L all the time. Its 3 year CAGR is 370% and no return charts appear in the top and bottom charts. This is the same case for CUKX and MIDD.
2. When I set up those symbols:
a. I used the symbol manager.
b. In the currency option, I chose USD as there is no GBP in the drop down menu. Does this matter
c. I used Yahoo as the default data provider
d. I chose the close price.What have I done wrong?
thanks
Frank
thanks for your reply.
these symbols are still not loaded properly for me. I tried to upload the ini file here in the forum, but the format was rejected.
I therefore just sent you the file by email. Please take a look and your feedback will be appreciated.
regards
Hi
I am a trial user. I enjoy very much my experiences so far. Thank you. I have a couple of questions:
(1) it possible to export any report from QuantTrader to see annual returns over every calendar year (like 20 years) an drawdown in each calendar year?
(2) Can the three charts (component performance, allocation, and cumulative performance of the strategies) be exported to an excel file?
I do see performance log but the records show monthly returns in the rebalance period. It will be great to be able to generate reports to cover the above (1) and (2).
thanks
Hi
I am a trial user. I enjoy very much my experiences so far. Thank you. I have a couple of questions:
(1) it possible to export any report from QuantTrader to see annual returns over every calendar year (like 20 years) an drawdown in each calendar year?
(2) Can the three charts (component performance, allocation, and cumulative performance of the strategies) be exported to an excel file?
I do see performance log but the records show monthly returns in the rebalance period. It will be great to be able to generate reports to cover the above (1) and (2).
thanks
I am new to QuantTrader.I am still not very sure about the logic for DR.
For example, in your Nasdaq 100 Hedged strategy, DR is used and the potential component consists of TMF, UGLD and #Nasdaq100. TMF is the only symbol being classified as Treasury ETF. The others are ‘Common ETF”. The ranking is to pick the top 1 ETF.
Does this mean:
(1) at the time of ranking, UGLD and #Nasdaq will be compared first to find the top ETF among the two. After that, the system will add TMF and find the best asset allocation between TMF and the Top 1 ETF (between UGLD and #Nasdaq)?
or
(2) at the time of ranking, UGLD and TMF will get compared first. After that, the system will find out the optimal allocation between #nasdaq and the top of the two (UGLD and TMF)?
It appears to me the system runs as per the above (2).
How do we tell QuantTrader which ETF or sub strategy is to be added in the second step? I thought this is being controlled when we set up the Symbol: If the symbol is classify as “Treasury ETF”, it will only be added in the second step in the case of DR. However, in the case of the #Nasdaq100 strategy, only TMF is classified as “Treasury ETF” but it appears to me that the DR logic runs like the scenario 2 ,where TMF is compared in the first step, rather than scenario 1 where TMF is only added in the second step. Can you please explain?
Similarly in the strategy of GMRS Hedge, DR is used to pick the top 2 ETFs. The ranking logic appears to select the top 2 of the six global market ETFs first and in the second step the #Hedge portion is added to form the portfolio. My question is, as #Hedge is classified as ‘Common ETF’, how does the system knows #hedge should be added in the step 2 rather than being compared in step 1?
thanks
thanks
