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Portfolio123 » List all forums » Forum: Data related issues » Thread: daily vs. weekly data |
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Total posts in this thread: 6 |
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stoxgodd
Member
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Is there a plan to allow for daily data for simulating/backtesting? If there is, how soon do you think it might happen? |
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marco
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Depends what you mean. If you are referring to the simulation performance graph, which has weekly data points, it will change to daily. If you are referring to daily rebalances and daily rank calculations, that is not planned in the future. We update the fundamental data every weekend, and we don't think daily updates will make much difference. I've ran many simulations with Weekly and 4-Week rebal periods, and never noticed much difference (except the weekly rebalancing had higher turnover). Our main goal is to make systems that are easy to follow, and don't require you to participate every day. As a side note, I usually place my trades on Monday, but if the market does not move much, I'll place trades on Tuesdays and Wednesdays using the ranks calculated in the weekends. ---------------------------------------- Portfolio123 Staff |
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stoxgodd
Member
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Your last coment gets to the point of what i was considering. The ability to seel those departing positions on friday afternoon, and buy the new ones monday after any initial volatility. But, I guess i'll have to do them both on monday. Probably not a problem until there are 5000 people buying and selling the same half dozen or a dozen stocks at the same time. |
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Capnpaul
Advanced Member
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Over the weekend, how does one know that the fundamental data has been updated and is current? If none, then could a posting of the last update be made available? Thank You |
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marco
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We are thinking of adding a 'Status Box' in the main page that will show the status of the data in the database and the ranking servers. For now the 'quickest' way to figure out what's the latest date is to go to the Rebalance page of any of your portfolios. Here you should see something like this: 'The recommendations will be based on fundamental data as of 04/10/04' ---------------------------------------- Portfolio123 Staff |
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Capnpaul
Advanced Member
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Thats what I was loooking for. Thank You |
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Re: daily vs. weekly data
