Build Portfolio strategies
Design a scheduled or safety-driven graph that selects assets, calculates weights, applies limits, and rebalances.
Portfolio strategies work with collections of assets and target allocations. Availability can depend on your plan.
Choose the primary activation
Use one primary Schedule Trigger for regular evaluation. Add Safety Trigger only as an auxiliary guard for a supported breach condition; it does not replace Schedule Trigger or join the primary path.
Build the portfolio data path
A typical path defines a Universe, optionally filters it, calculates or combines scores, ranks assets, and produces target weights. Connect compatible data ports even when the control path follows a different route.
Apply limits before rebalancing
Use Portfolio Constraint and Leverage Constraint where appropriate. Pass valid target weights and available constraints to Rebalancer. Handle constraint, empty-universe, and no-change outcomes explicitly.
Verify
Check validation after every change to universe, weights, or constraints. Save before opening the Backtest flow, then review assumptions and costs before submission.
Related documentation
- How a strategy starts and continuesUnderstand primary activation, control outcomes, and why data alone does not execute an action.
- Portfolio rebalance with risk limitsUnderstand a Portfolio pattern that filters an asset universe, calculates target weights, applies constraints, and rebalances.
- RebalancerTurns valid target weights into a Portfolio rebalance result.