I guess it is not directly related to our forum but I still want to ask since I didn't find any reasonable answer yet elsewhere.
I'm trading tens of various strategies on various instruments via TWS and using another commercial system for the strategy development and research purposes. Recently I attempted to find a software that allows to perform an optimization on the whole portfolio rather than every single signal. I'm looking for an ability of genetic optimization with walk-forwarding and dynamic portfolio rebalancing in intraday trading. Any recommendations? If you think this really does not belong to this forum, please answer me directly.
I don't mind a recommendation for an institutional-grade software.
