John W Elite    Posts: 654 Joined: 10/11/2012 Location: Sydney, NSW, Australia  User Profile | So theoretically the simplest way to handle this is to do one run off all the EF's at the earliest possible date, then there is no need to change the date settings and then the issue is solved forever? Perhaps that's the simplest way forward programmatically, is for Nirvana to build the Portfolio at the earliest possible date for the 'lookback period' selected by the user. No date settings are necessary! This would save all of us crunching PW over different date settings - just do it once (because date settings would then be irrelevant) and then that's it until you decide to add another EF or you want to try different strategies or lookbacks! What do you think? [Edited by John W on 8/11/2014 4:39 PM] | |
