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Brendan


Last seen: 1 year ago |  Active since 2012

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Answered
Backtest Strategy class Error
The equalWeightFcn is a function defined at the bottom of that file, in the Local Functions section. Are you perhaps highlighti...

2 years ago | 0

Answered
How can I speed up runBacktest that is part of Financial Toolbox?
Hi Artem, There are a few optimizations you could do in the rebalance function itself, but the primary issue is just that you ...

2 years ago | 0

| accepted

Answered
In Backtesting, where does the input argument 'current_weights' in a rebalancing function come from?
All of the arguments to the rebalance function are passed in by the backtest engine. That includes the current_weights, the mov...

3 years ago | 0

Answered
Short sell with backtest Engine
hello again Ando, Yes, that is how you take short positions using the backtestEngine. You just set a negative weight on an as...

4 years ago | 0

| accepted

Answered
backtest fcn and portfolio value
Hi Ando, Unfortunately there is not a great way to do that using the current backing framework. You could try to work around ...

4 years ago | 0

| accepted