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