Historical Simulation Holdings Detail

Research
1

Gents,

Does anyone know a clever way to query details about the holdings of simulation over time? By details I mean things like MktCap, Price to Book, etc. when the stock was bought and sold by the simulation.

I am attempting to do a deep dive on a couple potential strategies to try and better understand the characteristics of the stocks being bought and sold.

Obviously, this information can be looked up manually using the Snapshot functionality, but this is extremely onerous to do for a simulation with a large number of trades. Similarly, using the Screener has it difficulties because you need the data to be a particular date for each stock.

Any thoughts or clever tricks?

Thanks,

Daniel

2

You can try using the Portfolio function in a screen:

Portfolio(XXXXXXX)

With the XXXXXXX being the portid from the URL of the portfolio when you’re looking at the summary page.

It is historically accurate for the as-of date of the screen and you’ll be able to use a custom report, but I think that you’ll quickly bump into limitations on the display of historical data.