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

[Brian G. Peterson]

On 09/12/2014 09:18 AM, Andre Mikulec wrote:
> 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. 		 	

I already answered this in response to your prior query here:

http://r.789695.n4.nabble.com/quantstrat-faber-R-transactions-td4696707.html


The faber.R demo uses a fixed order quantity, as should be obvious from

orderqty=500

So, this demo doesn't care what initial account equity is.  It is 
investing fixed sizes.

Brian