Portfolios
Bring one or more completed backtests together in MesoSim to study their combined performance. Choose how capital is allocated, simulate delta hedging, and inspect the resulting returns, Greeks, and trading activity.
What you can do
- Combine strategies: compare the portfolio with its components and a benchmark, and inspect how their returns move together.
- Control allocations: set fixed weights or calculate inverse-volatility weights, with a separate schedule for rebalancing.
- Simulate delta hedging: configure triggers, targets, trading costs, and schedules for each underlying, including intraday checks.
- Compare outcomes: inspect hedged and unhedged performance, explore resampled paths in StatSim, and trace allocation and hedge changes in Events.
- Keep research up to date: rerun the component strategies over new dates, retain result revisions, and share a successful portfolio.
Select one backtest and give it a fixed weight of 100% to test that strategy with portfolio-level delta hedging. You can compare its hedged and unhedged performance without adding another strategy. Start with the delta-hedging guide.
Explore the guides
Build a portfolio
Select backtests, choose an analysis period, review a preview, and save your first portfolio.
02 · AllocateAllocation and rebalancing
Understand fixed weights, inverse volatility, lookback periods, and rebalance schedules.
03 · HedgeDelta hedging
Set delta bands and targets, model hedge costs, and prepare data for intraday hedging.
04 · AnalyzeAnalyze results
Read performance charts, correlation, Greeks, tearsheets, StatSim, and detailed events.
05 · RefineReruns and revisions
Update a saved portfolio, rerun its strategies, and compare earlier result revisions.
06 · ShareSharing portfolios
Share saved results, make component backtests available, and copy a shared portfolio.
For background reading, see Deltaray's Portfolio Construction Methods, a research article using the separate Q-API workflow.