Rebalance Test

Optuma Forums Optuma Feature Requests Rebalance Test

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  • #62841
    Avatardeepak
    • Topics: 41
    • Replies: 27
    • Posts: 68

    Hiii Sir,

    Currently rebalance test in optuma we can enter either ascending or descending criteria. However there are certain strategies which may require both ascending and descending criteria.

    For example to make a portfolio of stocks with high momentum and low volatility. This is also explained below in the strategy.

    https://www.linkedin.com/pulse/connors-research-traders-journal-volume-43-trading-relative-connors

    Is it possible to update in upcoming new back testers.

    Regards,
    Deepak

    #62887
    MathewMathew
    • Topics: 32
    • Replies: 1,766
    • Posts: 1,798

    Hi Deepak,

    Thanks for sending that through, I’ll have a look and see how we can implement this.

    I have not been able to spend as much time on this project as I would have liked, but expect to finally be able to get back to it by the end of the month.

    All the best

    Mathew

    1 user thanked author for this post.
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