If I am not wrong my strategy should have at least 50 stocks. So if I have a look back period of 1 year then my portfolio will remain empty till the look back period is complete. So is this acceptable??
This is completely acceptable, what is being looked at is your ‘algo’, your ‘strategy’ and your 'code. Your model should be able to generalize well and we will do the testing on our side with potentially more data.
Thanks for your questions, Happy coding. Lionel.