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avkale
Advanced Member


UNITED STATES
Joined: Jan 11, 2006
Posts: 35
Status: Offline

Feature Request: Constant capital or Top up capital Reply to this Post
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Simulating short oriented systems, the portfolio return always tails off because the capital invested dwindles. It also skews system towards riskier stocks.

A feature like 'constant capital' will help evaluate the system performance better. Given that a lot of stats will be affected, it may be better to have the feature available in screening rather than simulation.
View the feature request here.
[Nov 12, 2006 9:27:42 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
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