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Steve2

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Joined: 10/11/2012
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Subject : RE: Portfolio Switching
Posted : 3/29/2014 1:56 PM
Post #29626 - In reply to #29620

M&S, nice work!

When each switch occurred, did you force-close open positions or allow them to be closed by the strategies in the "switched-from" portfolio? Are you able to tell from your data how much of the increased returns from switched portfolios vs combined portfolios were due to more profitable trades vs a higher overall TPM vs a higher average % invested?

Steve
Deleting message 29626 : RE: Portfolio Switching


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