• Author
  • brwg
    Post count: 19

    I modified the current Nasdaq100 strategy to include 8 shares (instead of 4 shares).   When this strategy is run on a standalone basis, indeed 8 shares are selected in every rebalance period.


    However, when this is combined with UGLD and TMF, only 5 shares are selected each time.

    I include the screenshots for the Nasdaq (8 shares) and for the Nasdaq (8shares) hedged


    any help will be appreciated.


  • Frank Grossmann
    Post count: 174

    Can you please send me your QuantTrader.ini file to frank@logical-invest.com so I can replicate what happens.

  • brwg
    Post count: 19

    Thanks, Frank. I just emailed the ini file to you.

    look forward to your analysis.


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