Daily fundamentals for backtests and rebalances

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1

Project

Calculate factors daily instead of weekly for simulations, rebalances and factor list downloads.

Also allow for intra-week rebalancing, for example on Tuesday, or daily rebalance for simulations and automatic rebalances.

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2

Intra-week rebalance was added to this project based on user feedback. Thanks

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3

would intra week or daily rebalance be available for live strategies ? If so, would be willing to sponsor

4

You mean automatic daily rebalance for live strategies? Currently if you manually rebalance every day you are using daily data.

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5

yes, I was asking if this project would enable automatic daily rebalances for live strategies

6

I added automatic rebalance to the project. Thanks

7

This would be very useful for market risk models.

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