You have voted on this request. View results below. Closed on 03/13/09. See final comments below.
Sims currently rebalance on monday of each week - for weekly rebal - reguardless of the start day. To test robustness, I would like to be able to select the rebalance day of the week. I think it would be interesting to run a sim using weekly rebal and compare results for monday rebal , then tuesday rebal, wed rebal, etc. I want to see if the ann and mdd change much. This might help control volatility and mdd for a system of several different portfolios. What is so important about a monday rebalance? Why does everyone want or need to rebalance on monday? This could be a useful tool in controlling an overall system. All the action last week happened after monday.

Dan
Results: Total score: 35 , # of Votes: 11 , Average: 3.2
a
 
20 (5)
b
 
12 (4)
c
 
2 (1)
d
 
1 (1)
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Final Comments
This is now available. See the functions Month,MonthDay,WeekDay and RankBars
Requested by: dallen131
On date: 06/11/07
Category: Simulation

5 comments