How can one see the number of positions in a book, either currently or historically?
Normally I use Stats → Charts. Book shows 0 positions.
Simulated books do not display positions because they don’t actually hold tradable assets. Instead, they reference the underlying strategy components and construct the equity curve from those.
In contrast, live books track and display actual holdings over time, including the historical number of positions.
Thanks @WalterW . Any way to estimate the number? Say I have 10 sims in a book and they have some overlapping tickers, will those tickers be duplicated by given more weight?
Books are composed of multiple underlying assets. When those assets hold the same stock, their positions are aggregated.
The total share count for a given stock is therefore determined by:
- The allocation weight of each asset within the book, and
- The stock’s weight within each of those assets
During capital allocation, the system combines these weights to calculate the total exposure to each ticker and determines the corresponding dollar (and share) allocation accordingly.
It's not obvious to me how to get the historical aggregate allocation from the underlying strategies. There probably is an API solution.
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