[R-SIG-Finance] quantstrat faber.R: where is the money at the start?

Andre Mikulec andre_mikulec at hotmail.com
Fri Sep 12 16:18:33 CEST 2014


Hi,

May someone enlighten me?


I am running the faber.R demo

Here is the url
https://r-forge.r-project.org/scm/viewvc.php/pkg/quantstrat/demo/faber.R?view=markup&root=blotter


Q # 1
------

Of the initial equity, I notice that  100,000 dollars invested.
At the start ,is the money split evenly, among the 9 sectors? 


Each is invested  11,111.11 dollars? Is this true?


Or, is just a big pile of cash sitting there, waiting for the first transaction?


One reason why I am asking this is because the end result of

faber.stats$Net.Trading.PL seems to look like the 
average is around 11,000. 		 	   		  


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