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Generate synthetic equities for rebalancing #71

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open-source-modelling opened this issue Feb 19, 2024 · 0 comments
Open

Generate synthetic equities for rebalancing #71

open-source-modelling opened this issue Feb 19, 2024 · 0 comments
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@GregorFabjan
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enhancement New feature or request

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open-source-modelling commented Feb 19, 2024 •
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There might be types of equities that are not present in portfolios but would be bought in future times. To accommodate this, synthetic equities are created. Tasks include:

  • Generate input file for all combinations of equities, save in Intermediate
  • Read into a separate portfolio.
  • Add to cash flow matrix
  • Include in trading algorithm
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@GregorFabjan GregorFabjan

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enhancement New feature or request
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@GregorFabjan @open-source-modelling