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geov
Re: Why no market timing hedges in ETF sims?

We can get this done quickly simply by:
1- allowing hedging for ETF system only with indices (the drop-down changes a bit)
2- keep the same interface but throw an error if the hedge is also a position

P123 Team,
Is there a chance for a hedge module in ETF sims and ports. Marco did not think it would be difficult to implement as per his posting on May 8, 2015 above.

Thanks in advance.

Sep 4, 2018 10:20:14 AM       
geov
Re: Why no market timing hedges in ETF sims?

P123 Team,
Now that the maximum backtest period for stock models is limited to the most recent 15 years, it would be good if P123 would compensate for this artificial restriction by implementing a hedge module for ETF models which can still be run from the beginning of 1999.

Marco thought this to be an easy job almost 4 years ago, but we are still waiting.

Jan 9, 2019 7:23:01 AM       
Miro
Re: Why no market timing hedges in ETF sims?

Wait, we can't go back to 1999 anymore?

Why not?

IMO the original data should go back to 1995. 1995-99 look nothing like any other period, and would be great for variety.



Jan 9, 2019 2:11:00 PM       
geov
Re: Why no market timing hedges in ETF sims?

Miro,
Perhaps your legacy membership still allows you to run sims from 1999 onward, but all the new membership tiers have data restricted to a max period of the most recent 15 years or less. Apparently the data provider forced P123 to do this.

Jan 9, 2019 3:06:03 PM       
Edit 1 times, last edit by geov at Jan 9, 2019 3:07:21 PM
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