Hi

I asked this already but I am not quite sure if I am doing it right and I think it is not discussed in the tutorial.
The problem is how to train some algos and some assets to develop a portfolio strategy.
Lets say there are 5 algos to be trained with 10 assets and ZorroS.
What is the right way to train them?
Way1:
All together like workshop6. Then the question is which hedge to use and how it influences it.
Way2:
Do 5 scripts, one for each algo and use the 10 assets in each script
Way3:
Do 10 scripts, one for each asset and use the 5 algos in each script. I guess hedge plays a role here.
Way4:
Do 50 scripts, one for each algo asset.

In way1 everything is already together. In the others, after the train is done, the par,fac files have to be combined in on file and the script has to contain all algos and assets. So then doubts emerge since algos are now affecting each other and asset/algo performance can change.