Statistiques
RANG
3 725
of 300 369
RÉPUTATION
14
CONTRIBUTIONS
0 Questions
5 Réponses
ACCEPTATION DE VOS RÉPONSES
0.00%
VOTES REÇUS
1
RANG
19 545 of 20 936
RÉPUTATION
0
CLASSEMENT MOYEN
5.00
CONTRIBUTIONS
1 Fichier
TÉLÉCHARGEMENTS
1
ALL TIME TÉLÉCHARGEMENTS
1587
CONTRIBUTIONS
0 Publications
CONTRIBUTIONS
0 Public Chaîne
CLASSEMENT MOYEN
CONTRIBUTIONS
0 Point fort
NOMBRE MOYEN DE LIKES
Feeds
Backtest Strategy class Error
The equalWeightFcn is a function defined at the bottom of that file, in the Local Functions section. Are you perhaps highlighti...
plus de 3 ans il y a | 0
How can I speed up runBacktest that is part of Financial Toolbox?
Hi Artem, There are a few optimizations you could do in the rebalance function itself, but the primary issue is just that you ...
plus de 3 ans il y a | 1
| A accepté
In Backtesting, where does the input argument 'current_weights' in a rebalancing function come from?
All of the arguments to the rebalance function are passed in by the backtest engine. That includes the current_weights, the mov...
environ 4 ans il y a | 0
Short sell with backtest Engine
hello again Ando, Yes, that is how you take short positions using the backtestEngine. You just set a negative weight on an as...
presque 5 ans il y a | 0
| A accepté
backtest fcn and portfolio value
Hi Ando, Unfortunately there is not a great way to do that using the current backing framework. You could try to work around ...
presque 5 ans il y a | 0
| A accepté
