Author Topic: Updating pair-models coefficients on an already binded PTL-Portfolio  (Read 3724 times)

Guillermo Hernandorena

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Hello PTL Team,

I am very impressed with the both the online platform as well as the PTL Trader. I started using PTL this week and I see great potential! :D

My #1st question has to do with updating pair-specific model coefficients included in a PTL portfolio that is already binded to my IB account. Example: I want to switch from a Ratio 20-days MA to a Residual 60-days model on my pair ABC vs XYZ. Is there any way to do this? I tried modifying models from the website on PTL Trader>Portfolio Manager but I get a warning that a Portfolio can only be changed through the PTL Trader app. Likewise, from the PTL app I can only modify the portfolio % allocation, but I cannot change the model coefficients nor the number nor slots in portfolio.

My #2nd question: Can I build and bind multiple PTL portfolios simultaneously to my IB account? (Example: 4 distinct PTL portfolios with a 25% allocation each).

Thanks for your help!
« Last Edit: December 03, 2015, 02:21:24 am by Guillermo Hernandorena »

admin

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Re: Updating pair-models coefficients on an already binded PTL-Portfolio
« Reply #1 on: December 03, 2015, 09:45:53 am »
Hello Guillermo,

thanks for nice words! About your questions:

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My #1st question has to do with updating pair-specific model coefficients included in a PTL portfolio that is already binded to my IB account. Example: I want to switch from a Ratio 20-days MA to a Residual 60-days model on my pair ABC vs XYZ. Is there any way to do this? I tried modifying models from the website on PTL Trader>Portfolio Manager but I get a warning that a Portfolio can only be changed through the PTL Trader app. Likewise, from the PTL app I can only modify the portfolio % allocation, but I cannot change the model coefficients nor the number nor slots in portfolio.

Unfortunately there is no way to do this simply right now, the improvement is already on the TODO list. For now, you have to unbind the portfolio in PTL Trader, then change parameters and the website and then bind it again. It will do the job, even if you have positions already opened.

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My #2nd question: Can I build and bind multiple PTL portfolios simultaneously to my IB account? (Example: 4 distinct PTL portfolios with a 25% allocation each).

Unfortunately not. Why would you like to do it in this way? Using single portfolio per account will be much more efficient in capital allocation. I would just merge these 4 portfolios into a single one.