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Fundamentals Backtesting Pipeline

5 years, 1 month ago 3674 views

For the fundamentals backtest, is it possible to auto-run through each factor one by one and determine the top n of factors for a portfolio of stocks

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5 years, 1 month ago

Hi Sian Hwee,

Currently we do not have this function to auto run through each factor. However you can manually run a backtest for different factors and use the "Compare" button to compare you backtest results across different factors as shown in the screen shot below. Hope this helps!