Is Member in a rebalance test

Optuma Forums Optuma General Discussion Is Member in a rebalance test

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  • #68019
    Deepak
    • Topics: 79
    • Replies: 69
    • Posts: 148

    Hii Sir when i use a is member in a rebalance test in filter vs in order it gives significantly different results. Is it mandatory to put is member in filter for a rebalance test.

    Regards,
    Deepak

    #68033
    Darren
    • Topics: 70
    • Replies: 790
    • Posts: 860

    Hi Deepak,

    You should use the survivorship bias-free data to make the results as accurate as possible. Ignoring stocks that are no longer in the index (or including stocks that are now in the index but weren’t at the time of rebalancing) won’t give accurate results.

    #68035
    Deepak
    • Topics: 79
    • Replies: 69
    • Posts: 148

    yes i understand that but when i place the criteria in filter it gives different result but when i place the same criteria of ISMEMEBR in the order or the main formula it gives different result.

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