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Portfolio of RA Algos

AlgoTest provides a Portfolio feature that allows you to combine multiple RA (Research Analyst) algos into a single basket, and then test or trade them together.
I nstead of running each algo separately, you can club them into one portfolio and view aggregate results alongside individual performance.

This feature is useful if you want to:

  • Combine multiple RA Algos into a single basket
  • Test how different algos interact with each other
  • Compare aggregate results with individual backtests
  • Run forward tests or enable algo trading at a portfolio level

How to Create a Portfolio​

  1. Go to RA Algos on AlgoTest. At the top, click Portfolios.

RA Algos Portfolio

  1. Then click on → Create New Portfolio.

RA Algos Portfolio

  1. Enter a name for your portfolio.

RA Algos Portfolio

  1. Search for the RA and select their algos.

RA Algos Portfolio

  1. Click Create Portfolio → all selected algos are now part of your portfolio.

RA Algos Portfolio

Portfolio Settings​

  • Execution Days – Inherited from the RA’s recommendation.
    • Example: If a buying algo is set for Monday, Tuesday, Thursday, those days will auto-populate.
  • Quantity Multiplier – Default is 1, but you can adjust as needed.
  • Backtest Range – Choose a period (e.g., last 1 year) for backtesting.

Backtesting a Portfolio​

When you run a backtest on a portfolio:

RA Algos Portfolio

  • All selected RA algos execute together as per their recommended schedule.

  • You see individual algo performance as well as an aggregate portfolio report.

RA Algos Portfolio

  • Reports include:
    • Profit & Loss
    • Win % / Loss %
    • Maximum Profit & Loss in a single period
    • Drawdown
    • Risk/Reward metrics

Adding Costs (Brokerage & Slippage)​

To make backtests realistic, you can add costs:

  • Brokerage – Enter your broker’s rate (₹20/order, ₹10/order, etc.)
  • Slippage – Enter a % (e.g., 0.5%, 1%) to account for execution delay.

RA Algos Portfolio

This shows how costs significantly affect results.

Removing Loss-Making Algos​

  • After including costs, you may identify algos that consistently lose money.
  • You can deselect those algos from the portfolio to improve performance.

Watch the full demo on YouTube to understand the execution of the portfolio better.

Aggregated vs Individual Results​

AlgoTest shows you both:

  • Individual RA Algo performance
  • Aggregate portfolio results

This helps you see how algos interact with each other, whether they smooth out drawdowns or add more risk.

Use Cases​

  • Combine multiple algos from the same RA into a portfolio.
  • Mix algos from different RAs to diversify.
  • Create separate portfolios for Buying only, Selling only, or Mixed strategies.
  • Compare portfolios across monthly or yearly timeframes.

Key Notes​

  • Portfolios help you understand the combined effect of multiple algos.
  • Always backtest with costs included for realistic results.
  • You can adjust portfolios dynamically, add or remove algos to see the impact.
  • Forward Test and Algo Trading are also supported at the portfolio level.

The Portfolio feature is your tool to move beyond individual algos and start thinking about basket-level performance and risk management.