3. ETF
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ETF


  • 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!!

    0

  • What steps have you taken so far?

    1
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