Timeline for How to most optimally perform currency conversions when backtesting on portfolio level?
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 26, 2013 at 12:10 | comment | added | Matt Wolf | Thanks for the comments. I would be more careful if I had to deal with inaccurate pricing data of the instrument itself or estimates thereof (I do take exact pricing into account, so no issue there). However, this question only deals with currency conversions to trade/profile non base currency denominated assets. So, after thinking of it I am pretty sure your advice is sufficient, thanks. | |
| Jul 26, 2013 at 12:07 | vote | accept | Matt Wolf | ||
| Jul 26, 2013 at 11:22 | history | answered | chrisaycock | CC BY-SA 3.0 |