Improvements in splitting to single strategies

I'd like to follow up with a concrete suggestion for improvement that would save me (and probably other Portfolio Master users) a lot of manual work.

In the meantime, I verified a working workaround myself: when Split is performed on multiple selected portfolios at once, the resulting split-out strategies are ordered in the databank (and in the XLSX export) in the same order the portfolios were selected in - the first N strategies belong to the first portfolio, the next N to the second, and so on. So if all portfolios have the same number of strategies, the composition can be reconstructed simply by counting rows.

The problem arises once individual portfolios have a DIFFERENT number of strategies (e.g. one portfolio with 3 strategies, another with 5) - in that case counting rows doesn't work anymore, because there's no way to tell where one portfolio's block ends and the next one begins.

Because of this, I'd like to suggest adding a way to see a portfolio's composition directly in Portfolio Master / Results, without needing to use Split. Two possible approaches come to mind, in order of preference:

1) The simplest solution - a new column in the View (e.g. "Components" or "Composition") that, for a Portfolio record, would contain a semicolon-separated list of its constituent strategy names in a single cell (e.g. "Strategy A; Strategy B; Strategy C"). For regular (non-portfolio) strategies it would just be empty/N-A, similar to how the "Best WF" column works today. This approach works for any number of strategies in a portfolio and doesn't require any new export mechanism, just an extension of the existing View.

2) An alternative, if the above isn't suitable for some reason - a separate export in "long" format, where each row would be a (Portfolio ID/Name, Strategy Name) pair rather than a whole portfolio - so a portfolio of 3 strategies would take up 3 rows in this export. This is a standard approach for data with a variable number of items and should be straightforward to implement and process.

I'd be happy with either of these options - it would significantly simplify my work when building larger portfolios (I'm planning portfolios with dozens of strategies and variable sizes).

Type
Feature request
Priority
-
Build
144

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Upvoters
Status

In Review

Board
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StrategyQuant

Date

7 days ago

Author

Tomas

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