fractional share option in backtester

Optuma Forums Optuma Feature Requests fractional share option in backtester

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    Jeffrey A.
    • Topics: 44
    • Replies: 69
    • Posts: 113

    Hi,

    I think if the backtester had the option to use fractional shares, that would be a way to fill up the position sizes to the % desired. For example, testing SPX in the backteser, using a starting balance of 10,000 will give different annualized results than 1,000,000. Either way, cash will be left on the table if there is not enough to buy a full “share”.

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