Barclays Shares Jump 1.16% on 47.6% Volume Surge Rank 456th in Market
. 18, , . , reflecting heightened short-term interest among investors.
. , . .
To run this back-test rigorously I need to clarify a few practical details and confirm the scope, because our current can track one underlying symbol at a time (e.g., an index or ETF), not a 500-stock daily-rebalanced portfolio. Universe • Are you referring to the entire U.S. equity market (NYSE + NASDAQ) or to a specific index (e.g., constituents)? • If you do want the whole market, would using a liquid benchmark such as the or an ETF proxy be acceptable? Portfolio construction & weighting • Should each of the 500 names be held with equal dollar weight? • Do you want to include transaction costs or slippage? Data availability • Our current tool set does not yet support multi-ticker rebalancing portfolios. • A workable workaround is to back-test a proxy: for example, compare an that tracks high-volume names (or the universe average) versus a benchmark, or test a single name strategy triggered by volume events. Please let me know whether an ETF proxy solution (e.g., back-testing an equal-weight high-volume ETF such as RSP paired with volume-based entry/exit signals) would satisfy your objective, or if you have another preferred simplification.




Comentarios
Aún no hay comentarios