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Finding the winner on a larger number of securities



  • I'm running my strategies across a large number of securities (200+) I know that some are better than others for some type of systems. I dont have to trade them all, I just want the 30 top performers. What would the best way be to find out which ones my strategy have worked the best on. Would I write the transaction to a CSV-file and sort into Excel or something like that?

    Thanks!


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