Navigation

    Backtrader Community

    • Register
    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    ETF

    General Discussion
    2
    2
    38
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • spyamine
      spyamine last edited by

      Hi all,

      Can we have an example where we use the fund mode in backtrader. I want an example that will show us how to simulate an ETF that tracks a benchmark using an optimisation formula.

      we will have to simulate initial cash then adding cash and substracting it from the fund. this to simulate cash in and cash out from customers of the fund.

      Also, regarding the different stocks in use we can imagine that the data is incomplete. I mean that counting for survivorship bias. some stock existed and some appeared during the lifetime of the fund.

      How can we account for all the above.

      please help!!

      1 Reply Last reply Reply Quote 0
      • run-out
        run-out last edited by

        What steps have you taken so far?

        1 Reply Last reply Reply Quote 1
        • 1 / 1
        • First post
          Last post
        Copyright © 2016, 2017, 2018 NodeBB Forums | Contributors
        $(document).ready(function () { app.coldLoad(); }); }