Reply To: Ranking Relative Strength

Optuma Forums Optuma Scripting Ranking Relative Strength Reply To: Ranking Relative Strength

  • Topics: 25
  • Replies: 13
  • Posts: 38

Hii Sir,

Can RIC be used in rebalance type backtesting. I mean to say when we create year to date RIC does it will get adjusted in back date. Because when we do it in training mode it dosent adjust.


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