Rebalance on old data

Manage
1

I’m running a few strategies that have some overlapping holdings. I check the rebalance suggestions on all of them, but when I got to the last strategy, I didn’t receive the suggestions I expected. When I went back from the rebalancing page and checked the holding ranks, it showed that the ranks were based on the data from August 27th. After updating the ranks on the holdings page and checking the rebalance suggestions again, I got the expected results.

Is it necessary to ensure that the holdings are based on yesterday’s data before checking the rebalance page?

2

On-demand ranks today are always computed using the current fundamental date, the latest weekday excluding today. However, the Holdings page displays ranks stored in the holdings, offering an Update Ranks button in case current ranks are desired, the field shown in the table being for display purposes only. Prior to user interaction, the Holdings page will just show the ranks stored at the time of the latest rebalance.

If you observed a change in rank, it would have to have been caused by something else.