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ymlee
2016-10-10 14:34:54


Hi QS,

1. How can I save my stock ranking into custom database, so that can speed up my backtesting time.
2. How to handle weekly/monthly rebalance, my understanding is I have to re-generate the ranking in weekly/monthly basis, but I dont know how to put it in QL script.

Thanks in advance.


QuantShare
2016-10-11 04:11:54

  0

Best Answer
Hi,

1/ Please check this:
http://www.quantshare.com/sa-577-speed-up-optimizations-by-saving-ranking-data-into-a-custom-database

2/ You just need to sell assets to rebalance.

Monthly rebalance:
sell = month() != ref(month(), 1);


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