Message-ID: <CA+oJuEGiS9tiNajbLgqvwpk_kxkAQYBUiXFyJRJ-2fkS5idNqA@mail.gmail.com>
Date: 2016-11-05T16:27:21Z
From: Ilya Kipnis
Subject: blotter updatePortf
In-Reply-To: <CY4PR14MB136786730DA320A98BCFCD9BB1A50@CY4PR14MB1367.namprd14.prod.outlook.com>
Michael,
Unless you want to use a new end equity over the course of your strategy
(EG I started off with 100 dollars, I made 50 more dollars, I want to go
forward with 150 now), there's no reason to do so that I can think of.
-Ilya
On Sat, Nov 5, 2016 at 11:51 AM, Michael Chen <mwc4120 at hotmail.com> wrote:
> 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
>
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