Rebalancing Query for Backtester

Optuma Forums Optuma General Discussion Rebalancing Query for Backtester

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    AvatarMandeep
    • Topics: 44
    • Replies: 22
    • Posts: 66

    Hi

    Trying to replicate a daily rebalancing strategy from the backtesting module.

    Can Optuma please confirm if the backtest buys the open of the following day for the current end of day data.  Eg For end of day today *18/9 – you will buy this on the open on Monday 21/9.

    cheers

    Mandeep

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