run_strategy_comparison
Compare portfolio strategies with backtesting, walk-forward analysis, and Monte Carlo validation to identify robust performance.
Instructions
Comprehensive comparison of multiple portfolio strategies with backtesting, walk-forward analysis, and Monte Carlo validation
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbols | Yes | Array of stock symbols for strategy comparison | |
| strategies | No | Strategies to compare | |
| use_market_data | No | Use real market data for comparison | |
| benchmark_symbol | No | Benchmark for performance comparison | SPY |
| monte_carlo_sims | No | Number of Monte Carlo simulations for robustness testing | |
| comparison_period | No | Number of trading days for comparison analysis | |
| rebalance_frequency | No | Rebalancing frequency for all strategies | monthly |