Fixed position sizing and daily rebalancing

Fixed position sizing and daily rebalancing

Kiran
2018-02-23 12:38:08

How do I backtest a simple portfolio of 2 stocks SPY, VXX held in fixed ratio of 90%/10%, with daily rebalancing?
Is there a MM script that does this? If not, what's the closest script i can customize?

thx
Kiran

QuantShare
2018-02-24 05:45:08

Please use the following MM script:
Custom Weight for Individual Securities

Custom Weight for Individual Securities (by QuantShare, uploaded several months ago)

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