How to get trade details for "Alternate Data"

StrataSearch will find what you tell it to, but what should that be? Will the same criteria work across different Sectors? Different time periods? Here we discuss the ins and outs of OneClick Searches.

How to get trade details for "Alternate Data"

Postby mandelmus » Thu May 17, 2012 2:45 am

For the OneClick results, under the "Summary" tab, we can view the performance stats for the various "Alternate Data #1", "Alternate Data #2", "Alternate Data #3" streams. Is there a way to get the charts, performance, detail, trades, monte carlo, and review data for the alternate data (just like for the in-sample data)?
mandelmus
 
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Re: How to get trade details for "Alternate Data"

Postby Overload » Thu May 17, 2012 12:46 pm

The best way to do this is to run a separate Detailed Analysis for the Alternate Data. Right-click on the result in the Combination Results Listing and select Create Multi-System. This will create a new set of setups identical to those used in the result. You can then revise this copy to use alternate sectors or alternate evaluation periods.

It would be nice to have all of this information within a single Detailed Analysis, and others have separately asked to have complete Detailed Analyses available for each of the Strategies within a Multi-System. But a Detailed Analysis is already quite large and can be slow to produce. So if you had 10 Alternate Data periods, it would take 10 times longer to run your Detailed Analysis, and it would be 10 times as large. It's for this reason that such additional investigation needs to be done separately.

Pete
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