There might be types of equities that are not present in portfolios but would be bought in future times. To accommodate this, synthetic equities are created. Tasks include:
- Generate input file for all combinations of equities, save in Intermediate
- Read into a separate portfolio.
- Add to cash flow matrix
- Include in trading algorithm
There might be types of equities that are not present in portfolios but would be bought in future times. To accommodate this, synthetic equities are created. Tasks include: