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60/40 Portfolio #484510
11/03/21 17:08
11/03/21 17:08
Joined: Jul 2021
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chrissierra Offline OP
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Hello, I want to make a trading system that uses a bond and equities. Use a fixed percentage of 60% and 40%. I can't find a way to use those distributions. What function can I use for it?

I thank you in advance !!
Greetings.

Last edited by chrissierra; 11/03/21 17:09.
Re: 60/40 Portfolio [Re: chrissierra] #484511
11/03/21 17:28
11/03/21 17:28
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AndrewAMD Online
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Use distribute() to calculate weight distributions. Then call asset, enterLong, and exitLong as needed to attain the required positions.
https://zorro-project.com/manual/en/renorm.htm

Re: 60/40 Portfolio [Re: chrissierra] #484515
11/05/21 18:52
11/05/21 18:52
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chrissierra Offline OP
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Thanks ! Could you help me use the function? I don't understand how I can use distribute () and associate each weight to each asset. I already knew that this function is useful to me but I don't understand how to use it ...

Re: 60/40 Portfolio [Re: chrissierra] #484516
11/05/21 22:53
11/05/21 22:53
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Grant Offline
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What often helps me is searching with keywords on this forum.
Here's a nice example for the distribute() function:

https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=481738&Searchpage=1&Main=58888&Words=%2Bdistribute&Search=true#Post481738

Re: 60/40 Portfolio [Re: chrissierra] #484523
11/07/21 10:30
11/07/21 10:30
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I believe that example actually has a bug, the asset name is not stored correctly. But the distribute call is ok.

Re: 60/40 Portfolio [Re: Petra] #484524
11/07/21 13:04
11/07/21 13:04
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Grant Offline
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Yeah, 'asset(Stocks[i]);' doesn't seem correct.

Re: 60/40 Portfolio [Re: chrissierra] #484532
11/08/21 19:17
11/08/21 19:17
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AndrewAMD Online
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Originally Posted by chrissierra
Thanks ! Could you help me use the function? I don't understand how I can use distribute () and associate each weight to each asset. I already knew that this function is useful to me but I don't understand how to use it ...
Better yet, make an attempt to put it into code. If it doesn't work, share your script and log output and we can give you some pointers.


Moderated by  Petra 

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