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Brendan Hannigan

Last seen: 16 jours ago Active since 2012

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Answered
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...

3 mois ago | 0

Answered
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 ...

4 mois ago | 0

| accepted

Answered
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...

11 mois ago | 0

Answered
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...

plus d'un an ago | 0

| accepted

Answered
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 ...

plus d'un an ago | 0

| accepted

Submitted


Cool CD (Change Directory)
A better version of the "cd" function (to change directories)

presque 6 ans ago | 2 downloads |

Solved


Is my wife right?
Regardless of input, output the string 'yes'.

plus de 10 ans ago

Solved


Triangle Numbers
Triangle numbers are the sums of successive integers. So 6 is a triangle number because 6 = 1 + 2 + 3 which can be displa...

plus de 10 ans ago

Solved


Select every other element of a vector
Write a function which returns every other element of the vector passed in. That is, it returns the all odd-numbered elements, s...

plus de 10 ans ago

Solved


Find the sum of all the numbers of the input vector
Find the sum of all the numbers of the input vector x. Examples: Input x = [1 2 3 5] Output y is 11 Input x ...

plus de 10 ans ago