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KASTAAR
Member


BELGIUM
Joined: Oct 28, 2007
Posts: 2
Status: Offline

rebalance frequency Reply to this Post
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Hey,
fist of all i want apologize me cause my english is not soo good.

Here's my question: is it possible to create a system with 1 day rebalance frequency. ( i saw simulations with 1 day rebalancing but when it wat created into a portfolio the minimumperiod changed into 1 week.

Thanks

PS ; are there other belgium community members?
[Oct 30, 2007 5:15:38 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
Stittsville123
Advanced Member


CANADA
Joined: Nov 20, 2004
Posts: 1307
Status: Online

Re: rebalance frequency Reply to this Post
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LUC -

You can backtest daily rebalancing but when you create a port you have to select weekly rebalance.

But never fear, when you create your port then set your port to manual or semi-automatic rebalancing. Then you can rebalance the port manually every morning. Just remember that the ranking system update is weekly for sims but daily for ports.

Steve
[Oct 30, 2007 5:32:09 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
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