A Generic Portfolio Analyzer Submitted By a Trader
By Dave Mabe
A few days ago, I suggested that you don't need any particular tool to analyze a portfolio of backtests.
In fact, this task is the perfect project to improve your AI chops and have ChatGPT create a generic Python script that can work across backtests from any platform.
Long-time list member, Anthony S., took up the challenge (name used with permission, lightly edited for readability):
Anthony S.:
I was considering getting RealTest to do this kind of thing.
I am running systems based on EOD data in Amibroker. As my systems are short-term long only, I was concerned about concentration risk and wanted to do exactly what you mentioned. My assistant, Claude, and I discussed the pros and cons of switching to RealTest, but neither of us considered this approach LOL.
This is a very straightforward idea to implement.
I have a working version that I really like and am happy to share with the community if you feel it has some value.
It is very simple but serves my needs.
Dave:
Well done, Anthony, and thanks for sharing with the group!
I'm glad you and your team were able to tackle this. :-)
"Very simple" is almost always best in trading - more on this topic in the coming days...
-Dave