Combining Multiple Algos

Outside of CloudQuant I developed some algos. Each individual algo is fine, but to me the real juice comes when carefully combining them together into a "portfolio" of algos that all run at the same time on the same ticker. It would be super complicated to write one single algo to combine all these.

My question: is there a way in CloudQuant to combine algos together into a portfolio for consideration of funding?


  • ptunneyptunney Posts: 246

    You could just build an execution file, upload it to user_data and then read and trade it using the public script (or a modified version)...

    But ultimately to fund a model we would have to be able to explain its behavior. The regulators will often ask why a certain trader or model executed a trade the way it did. Also, we need to see the script to ensure nothing illegal is taking place and that it is not just a script taking advantage of foresight (it is relatively easy to make a model that LOOKS like it would have made money in the last year).

    If you gave more info on why you think they cannot be combined I may be able to help you. If you would rather not discuss it in a public forum you can always send a message to

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