Backtesting periodic portfolio rebalance or refresh
I have tried 3 month portfolio refresh at Trading Central. It produces great results. I believe if we can rebalance or refresh (sell everything and buy fresh from the search) after a given period (say 3 months, 6 month, 1 year etc.) rather than holding a stock till its stoploss, it'll give extra strategies to test and find better ones.
3
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Anurag Khare
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