I uploaded 7 years worth of sample data and just now published signals for the strategy. I noticed the share volumes for each stock signal published are based on my run at 7 years. Buying that number of shares wouldn't make much sense for a new subscriber at a starting portfolio at 50K.
Are the share volumes adjusted based the starting portfolio for the out-of-sample data gathering? Are the then adjusted again for a new subscriber based on their specific starting portfolio value or as the author, am I supposed to start my WL strategy so the first trade is at $50K and publish off that?
(For example, a signal says to buy 2,000 shares of NFLX at market ($363) for a total of $726K. That wouldn't be possible in the out-of-sample or for any subscribers.)
I'm sorry if this is been asked already...
-BR
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Are the then adjusted again for a new subscriber based on their specific starting portfolio value
No worries. The share volumes are adjusted based on an adjustment factor that is applied on a subscriber basis depending on the starting capital value they've specified when subscribing.
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am I supposed to start my WL strategy so the first trade is at $50K and publish off that?
Yes, you need to publish signals based on $50000 starting capital.
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Eugene, I was up late last night and I totally messed up my question from last night. (By the way, your up late as well lol)
Yes, I should keep the starting portfolio at $50K - I understood that. What I really meant, is should we adjust the timing of the system so the first trade starts today based on the 50K for OOS (out-of-sample).
I think you have answered this indirectly, but I thought I would make sure.
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Right. The following technique works well to anchor the starting date, while allowing you to load plenty of seed data....
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That is a great way to anchor this. Never thought of that and it makes a lot of sense.
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