Rebalance signals

Home Forums Logical Invest Forum Rebalance signals

Viewing 4 posts - 1 through 4 (of 4 total)
  • Author
    Posts
  • #78895
    alimcor
    Participant

    The rebalance signals of the strategies are only for the first day of the month, or can I configure any other day? Thanks

    #78919

    You can use our desktop app QuantTrader, where you can cut signals on any day, and even intraday before close.

    See here: https://logical-invest.com/quanttrader-to-cut-signals/

    #79106
    marcel
    Participant

    @Alexander: do you have any data on what day of the month it is optimal to rebalance? If the day of month makes any difference at all. Thanks!

    #79154

    There used to be a rather significant bias towards the end of the month due to institutional rebalancing, but last time we checked that was only marginal. So the day of the month does not really matter, as long as you pick one and stick to it – we still prefer the last day or the first day of the month.

Viewing 4 posts - 1 through 4 (of 4 total)
  • You must be logged in to reply to this topic.