[R-SIG-Finance] blotter updatePortf

Michael Chen mwc4120 at hotmail.com
Sat Nov 5 16:51:51 CET 2016


I have found in running my own customized strategy using blotter and updatePortf that whether I call updatePortf after completely applying my strategy/transactions or call updatePortf at regular intervals like weekly or monthly after each period's transactions, the performance statistics are the same.  So, is there a reason that I should updatePortf regularly during a run or just wait till the end?  I am puzzled.  

Thanks,

Michael



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