backtesting with money management in a portfolio

Discussion in 'Automated Trading' started by paglos, Oct 7, 2013.

  1. paglos

    paglos

    Hi All,

    I see that most backtesting software tests the strategy and don't include money management or portfolio . I want to test my results not my strategy. If I have an output like this :

    Stock-Ticker Buy-date Buy_price Sell-date Sell-Price
    ======== ====== ====== ===== =======
    xxx 1997-10-30 10.95 1997-12-10 11.10
    yyy 1998-03-16 55.5 1998-07-02 60.0

    Strategy may give any number of buy and sell signals any period, I don't know how many stocks I will buy,how long I will keep it and when I will sell it !

    I can write a program to calculate returns but in a portfolio how do you manage it ?

    1- Should I put a starting capital? I don't know number for stocks I will buy at any time in the future. If I put too much, lower my return; too less I will not have enough to trade all.

    2- Should I use fixed amount for each trade ?

    3- Should I use compounding returns, put back in trade ?

    4- How to compare my return to an index like SP 500. When I buy/sell stock should I do the same for SP500? If so still results maybe corrupted because of correlation.
     
  2. kut2k2

    kut2k2

    http://www.financialwebring.org/gummy-stuff/kelly-ratio.htm

    Use half-Kelly size for two or more stocks.