PortfoliosLab logoPortfoliosLab logo

Tactical Portfolios?

BZ
Bee ZeeJuly 12, 24 | Posted in General
Any plans to add Tactical Portfolios like dual momentum, momentum, ect something like allocatesmartly, portfolio visualizer. Can those types of portfolios be build here yet?
1 comment

Sort by

DS

Theoretically, you can export trades produced by any strategy and analyze them as a transactional portfolio here or export strategy NAV and import it here as a custom data portfolio. But I believe what you are looking for is the ability to run a strategy on the platform. We don't have that feature yet.

However, we've been experimenting with adding functionality to run portfolio optimization on rebalance dates, like getting max Sharpe or min volatility allocation quarterly. It might be similar to the tactical allocation you've mentioned, but that work is in closed beta now.

Are there any particular strategies you are interested in or examples you can share as good references to look at? I haven't been following that field actively, so I'm curious about what is currently happening in that area.



Category
General

Views
86