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Feature Request: Rules for Books

Please allow books to exclude assets based on rules.

Why not allow books to stop investing in under-performing portfolios until factor reversal turn back into factor gains?

Allowing rules in books could also enable a simple version of factor momentum. Factor momentum is reported to have doubled excess returns.

Please do this!
View the feature request here .

Jun 1, 2021 1:02:12 PM       
Re: Feature Request: Rules for Books

Yes, would be super great to have books pick strategies based on their capital curve behaviour!!!!

Best Regards

Jun 2, 2021 11:16:41 PM