I've noticed that when using rebalance periods of more than a month that the point in time for each rebalance drifts forward in time, so that after say 10 years the rebalance date is past the middle of the month.
The rebalance point should be selectable as either first or the last trading day of the month that the
rebalance is to occur.
Results: Total score: 19 , # of Votes: 5 , Average: 3.8
You will be able to view details once you have voted.
Requested by: Allan27
On date: 04/04/15
Category: Simulation

0 comments