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Quantiacs > Avoid rebalancing as long as possible... View modes: 
Artfldgr - 1/27/2020 12:21:24 PM
Avoid rebalancing as long as possible...
I have looked at this thread, but for some reason my light didn’t come on in a way that I could clearly implement my system:

I am trying to transfer my model from another system. And I fear that it looks at the problems differently and so solves them differently than what is customary.  When I came up with this solution it was without knowing the basis of how your system, or how quant systems in general handle the issues.

I really would like to duplicate the low risk, low exposure, low slippage, very high return with your toolbox – which I fear may not be possible given how differently each looks at these problem issues and handles them, and how that view is baked into the tool box. 
What I need is to halt the rebalancing, and slowly increase the size of the position over time.  
IS there a way to accomplish this in Quantiacs Toolkit?
I am willing to accept that this different approach is not valid in terms of a current framework that assumes only one approach or way to look at things.

I would like to try to see if it can be coded in some way that the framework can handle and so achieve some form of similar results. Currently I am forward trading my approach by hand to see how it performs (which is a very limited method).  Given the gobsmacking test results it would be a shame if i couldnt cast it into a solution that fits how your fund trades.

Thanks for the help in advance!!!