You have voted on this request. View results below.
I have a sim that I would like to backtest with daily rebalance, daily update of ranks and daily updates of consensus earnings estimates.

I'm not sure backtesting with daily updates of consensus earning estimates is even possible. I do not know if this information is saved on the servers. But I think daily rebalancing in general has not been made available due to concerns about using too many resources (too much computer time).

Concerns about using too much computer time could be addressed by charging a fee to avoid overuse and to make the extra work profitable for P123. This could be put into a batch and run during off hours once a week or once a month.

I'm guessing my port might return an extra 20% annualized which would return the price of any fee quickly.

Thanks. I know P123 is already working on this and will arrive at a good solution. This is just one idea until the perfect supercomputer arrives.
Results: Total score: 22 , # of Votes: 8 , Average: 2.8
a
 
8 (2)
b
 
12 (4)
c
d
 
2 (2)
Scores are calculated as (importance) × (# of votes), where importance ranges from 1 to 4.
Requested by: Jrinne
On date: 12/21/13
Category: Simulation

12 comments