backtesting with composite

vipin.kumar05

vipin.kumar05

Member
#1
#1
Hi,

Has anyone tried back testing with Composite securities.

For example i create a Composite security: AB which is A divided by B. and i want to back test this composite security, in the manner such that when the ratio A/B crosses some number I buy A and sell B.

Can someone help me out with this?
 
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