trading multiasset strategies and backtesting them

Discussion in 'Trading' started by djdjoko, Aug 3, 2006.

  1. djdjoko


    I am quite new to the forum and trading world and am writing my own backtester. I have implemented a multistrategy option (e.g. have signals for different entry and exit strategies) and am thinking about implementing multiasset strategies (e.g. using one asset signal to trade on another to i.e. exploit lead/ lag relationships between instruments that are short term correlated). Does this make sense and any ideas you have on this approach? Is there any commercial software that is able to do that?