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Portfolio123 » List all forums » Forum: Simulations and Portfolios » Thread: Strange behaviour in portfolio Buy/Sell of same stock |
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Total posts in this thread: 2 |
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jpkernot
Advanced Member UNITED KINGDOM Joined: Oct 9, 2005 Posts: 223 Status: Offline |
Hi, Am hoping somebody will tell me whty this strangeness is happening. My port (JP Copy of Value w/Momentum Dan!) is showing a buy of UBS on today's semi automatic rebalance. If I hit the rebalance button again though, it is suggesting a sell of the same stock. Is this correct behaviour? ---------------------------------------- Thanks! |
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BJS
Advanced Member
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JP, I can't seem to open your port (whenever I click on it, I get an error that says I'm not logged in), but I have a good idea what is happening. Look at your buy and sell rules. There are some models out there that let you buy a stock with a lower rank value than what the sell rules will allow. For example, a buy rule with Rank>98, but a sell rule with Rank<99. If a stock has a rank of 98.5, you will get the behavior that you are seeing. A lot of these models have very good simulation results, but has been debated before whether or not this makes sense. I personally don't think it does. It certainly adds to the turnover. Brian |
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