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                                                   Holding Constant Positions

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Daniel Snover
2014-01-23 21:44:18


Is there a way to hold a constant position in the portfolio (e.g. 20% to AGG)? For our clients we would like to include a couple 'core' holdings to reduce volatility, and want to include these positions in a backtest.

Thanks for your help.


clonex
2014-01-23 22:08:59

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QuantShare
2014-01-24 12:04:49

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You might also want to check this: Hedge a portfolio strategy




Hedge a portfolio strategy (by QuantShare, uploaded several months ago)
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