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VeighNa Backtesting Interfaces for Multi-Contract Strategies

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Summary

The forum exchange discusses a limitation in VeighNa’s graphical backtesting interface. A user notes that CTA strategies can be tested through the GUI, while other strategy types, including multi-contract strategies, are run from code in Jupyter. They ask whether the graphical tool can be extended to support those other types.

The reply says a user can backtest portfolio strategies in Jupyter and suggests building a graphical portfolio-strategy backtester by referring to the existing CTA backtester’s development. This is a high-level implementation suggestion, not a walkthrough or working design. The page provides no code, comparison of results, or detail on how a GUI would handle portfolio data, multiple instruments, or strategy configuration. It helps clarify the platform distinction and a possible development direction, but readers need additional documentation to build or use such a module.

Key ideas

  • VeighNa provides graphical backtesting for CTA strategies, according to the discussion.
  • The user says other strategy types, including multi-contract strategies, are backtested through Jupyter code.
  • The reply identifies Jupyter as an option for portfolio-strategy backtests.
  • A graphical portfolio backtester could be developed by referring to the CTA backtester.
  • The exchange gives no implementation details or backtest evidence.

Tags

BacktestingPortfolio construction

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