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Currently portfolio rebalancing uses the previous day's data to rank stocks whereas a simulation uses the closest weekly snapshot. This introduces a problem for portfolios that are rebalanced daily since there's no way to accurately back test them. By adding an option to the Rebalance page to select between the ranks from the previous week's snapshot and the mid-week ranks it allows us to replicate the algorithm for a simulation.
Results: Total score: 18, # of Votes: 5, Average: 3.6
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12 (3)
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6 (2)
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0
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Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Requested by: pennywise
On date: 07/01/07
Category: Portfolio

3 comments