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If you have a Bloomberg terminal, you can get more pricing. Also, if you have a source of split-and-dividend-adjusted prices, you don't have to do a daily simu
by fsk 12y ago
If you have a Bloomberg terminal, you can get more pricing.
Also, if you have a source of split-and-dividend-adjusted prices, you don't have to do a daily simulation, you can just simulate on the days when there is a buy or a sell.
Also, why does the leverage vary? Shouldn't it be 1.0 every day?