Hello Everyone, I believe, I have seen this question here itself or one of its forms. But given the "fantastic" search results of Yahoo groups, I am posting this once again.
Is there any method, to simulate multiple strategy on a portfolio level?For example, consider I want to use a trend following system for Cotton, Coffee, Copper, EuroDollars and FAZ. While, I want to "simultaneously" simulate a trend fading system for SPX,NDX and RYDER. Is there any way to do it? And very related to this stuff, the one possible way, I can think of is, using multithreaded programming. Is it possible? Interfacing say C# with Ami and handling the two strategies with their own money mgmt algos, and instruments etc? It is to be reminded that, they draw their "juice"[$$$] from the same account. Thanks, for any light on this Soham
