Hi,
I was testing this feature but couldn’t get it to work. Is this supported and if so then could you provide a basic example for me to test?
Thank you
Scott
I did get this to work but only if I entered a formula from the reference. Can you use a custom formula here and if so then how do you input it?
What I have been able to use is limited to the list shown in the Factor reference page when the Vocabulary drop down selector is set to ETF. It is a different list than given via the Reference selector for the Position Weight Formula field in an ETF model’s Rebalance tab, which appears to be the list allowed for stocks models. I think a correction is needed there.
Entry of a custom formula (using allowed ETF factors) just goes into the formula field. You won’t be able to use many factors that work for stocks, because they are not tracked for ETFs. Hope this helps!
Thank you Bob, that helped a lot.
Scott
Just a bump note for P123 staff regarding live and simulated ETF Research models that are set to use Formula Weight sizing:
The Reference button for the Position Weight Formula field in the Rebalancing section still incorrectly lists stock factors rather than ETF Position Sizing factors.