SM vs Bi-weekly rebalancing

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  • 01/12/2021 at 1:39 pm #81082
    bmessas
    Participant

    Hello, can you please define what is the difference of rebalancing between
    bi-weekly(2week) or semi-monthly in Quant trader ?
    bi-weekly would mean every 2 weeks then what means semi-monthly ?

    01/13/2021 at 11:55 am #81090
    Frank Grossmann
    Participant

    Bi-weekly always changes every second Friday close and semimonthly at month end (like monthly) and about the 15th of the month. If you combine such strategies with monthly strategies, then semimonthly is the better choice.

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