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share calculation in RealTimeOptimization

Open yz77 opened this issue 4 years ago • 1 comments

Correct me if I am wrong - but I felt there is a bug in the share calculation in this example. It makes more sense to use t-1 close price to calculate the shares instead of t (as shown in the example), in other words - prices.shift(1). Since your decision price is last close - and in the propagation the assumption is filled at previous close and propagated by close to close return.

yz77 avatar Jun 01 '20 05:06 yz77

You're going to need to provide some more detail for useful feedback.

joseortiz3 avatar Jun 07 '20 00:06 joseortiz3