In the preferences/interest section
The Margin Loan Rate setting is a SPREAD over the UST yield box right above it, or is it an absolute value?
Same question for interest on cash.
Thank you.
The Margin Loan Rate setting is a SPREAD over the UST yield box right above it, or is it an absolute value?
Same question for interest on cash.
Thank you.
Rename
The margin loan rate for backtesting is a fixed value that you establish.
The cash interest can either be fixed, or as the history if the backtest progresses it will use the specified yield value on a day by day basis.
A good enhancement might be to do the same thing with margin loan rate, so one could ADD a value to the current yield for simulation purposes.
The cash interest can either be fixed, or as the history if the backtest progresses it will use the specified yield value on a day by day basis.
A good enhancement might be to do the same thing with margin loan rate, so one could ADD a value to the current yield for simulation purposes.
Yes it would.
FED FUNDS - 100
FED FUNDS + 100
Since libor does not "exist" any more.
Thank you.
FED FUNDS - 100
FED FUNDS + 100
Since libor does not "exist" any more.
Thank you.
Your Response
Post
Edit Post
Login is required