Updating cholesky

Posted by / 14-Nov-2017 20:11

Updating cholesky

If the target allocation for an asset is 60%, then the absolute deviation threshold would trigger rebalancing when the asset's weight in the portfolio hits 65% or 55%.

If the target allocation for an asset is 10%, then the relative deviation threshold would trigger rebalancing when the asset's weight in the portfolio hits 12.5% or 7.5%.

You can access and create fee structures on your preferences page.

In portfolio backtesting fees are applied first before any scheduled withdrawals or contributions.

All returns for long positions are based on total return including dividends and capital gains distributions.

Short positions can be entered by specifying a negative allocation weight for the shorted assets.

When you are signed in with your registered account you will see a "Save Portfolio" link under the portfolio asset allocation section of the results.

You can also save both portfolio backtest and timing model results as benchmarks.The import portfolio option is also available directly on all portfolio entry pages in the associated dropdown menu (see the gear icon menu) for each portfolio allocation.The payment schedule for fees can be monthly, quarterly or annual.The import benchmark page provides an option to download a sample file showing the expected file layout, and the import can be done using either Excel or CSV file format.Below you can click the screenshot to see the import page in more detail and also download a sample file in the Excel format. The import format requires two columns with the first column containing the ticker symbol for the asset and the second column containing either the balance or allocation weight for the asset.

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You can click on the screenshots below to see the links in detail.