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Using vn.py Portfolio Backtesting for Multiple Instruments

Article vn.py community
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Summary

A user asks whether vn.py's backtesting interface, which accepts a single instrument code, limits backtests to one stock or futures contract at a time. The reply points to the Jupyter portfolio backtesting example as the route for testing a portfolio of instruments, distinguishing that workflow from the single-code interface.

The discussion is brief and provides no implementation details, performance evidence, or comparison of portfolio-level features. It is useful as a pointer for researchers who need multi-instrument backtesting, but the referenced notebook would need to be consulted for setup, supported instruments, and how portfolio behavior is simulated.

Key ideas

  • The standard backtesting page described by the user accepts one instrument code.
  • The reply recommends vn.py's portfolio backtesting example in Jupyter for multi-instrument work.
  • The discussion does not explain portfolio configuration or simulation assumptions.
  • The referenced example is a starting point rather than evidence of strategy performance.

Tags

BacktestingPortfolio constructionFuturesEquities

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.