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Published 20 hours ago • verified publisher icon polakowo

fixed income pnl

Open xavierlyu opened this issue 3 years ago • 1 comments

does vectorbt have the ability to add fixed income pnl to the backtest, i.e. add a certain amount of interest rate per period depending on the holdings?

xavierlyu avatar Mar 10 '22 19:03 xavierlyu

@xavierlu no, this is possible only in vectorbt pro.

polakowo avatar Mar 16 '22 20:03 polakowo