Multi Strategy Backtesting

Nautilus Trader portfolio backtest: twelve strategy instances (Keltner and mean reversion on six NSE stocks) sharing a cash book, portfolio and equity recorder actor, one cash account and Historify data

Introduction to Nautilus Trader Part 3: Portfolio and Multi-Strategy Backtesting with OpenAlgo Historify

Part 3: a six-stock portfolio and two strategies in one Nautilus Trader account, with OpenAlgo Historify data, and what diversification really...
Rajandran R
13 min read