Hi Marco:
I had somehow missed that distinction. Thanks for the clarification.
Brian
Hi Marco:
I had somehow missed that distinction. Thanks for the clarification.
Brian
Marco and all,
I can see that CurFYEPSMean etc are updated daily for the screens. Is that information retained for the backtests and Sims when run daily? I get the impression that the results are the same if run weekly or daily: buys and sells are always once a week and about a week apart.
I’m mainly interested in whether daily rebalancing of a Portfolio based on earnings estimates would be worthwhile.
Any experience with this?
Thanks!
Jim