Please expose the "Ideal Number of Positions" as a variable in Portfolios (live and simulation). This is useful when testing different numbers of positions.

Sample sell rule:
RankPos > TgtPositions + 3 // Sell when the rank position drops 3 stocks lower that the buy threshold.

This would make some backtesting easier. For example, if we want to see how performance degrades when diversifying with more stocks, I would simply change the "Ideal Number of Positions" and the system would automatically adjust instead of needing to update the rules every time we change the # of positions.

It should be a very simple tweak that saves many hours of our collective time.
Results: Total score: 4 , # of Votes: 1 , Average: 4.0
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Requested by: Chipper6
On date: 06/07/21
Category: Portfolio

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