Message-ID: <CY4PR14MB136786730DA320A98BCFCD9BB1A50@CY4PR14MB1367.namprd14.prod.outlook.com>
Date: 2016-11-05T15:51:51Z
From: Michael Chen
Subject: blotter updatePortf
In-Reply-To: <CAMBYN3e634azKFePok-VkyQbZkM4ex+BrLU+Vq-3RmfqS1dATQ@mail.gmail.com>
I have found in running my own customized strategy using blotter and updatePortf that whether I call updatePortf after completely applying my strategy/transactions or call updatePortf at regular intervals like weekly or monthly after each period's transactions, the performance statistics are the same. So, is there a reason that I should updatePortf regularly during a run or just wait till the end? I am puzzled.
Thanks,
Michael