Pardon my ignorance as this is my first post and I only just got interested in Quant Trading. I was trying to see the returns of dollar cost averaging (buying SPY at the start of each month). However, for some reason, my four line code is not behaving as expected. There are lots of missing transactions if you look at the transaction log. Can someone please point out where am I making a mistake ?
Thanks
Here's what you could do: increase the investment amount and/or carry over the left over amount to the next month.
Hello,
I am a newbie and have coded additionally in the Dollar Cost Averaging algorithm posted here as I personally calculate.
Please help me include the dividend event in the algorithm. My intention is to add dividend re-investment in the dollar cost averaging algorithm:
Add units in PF = (Dividend per unit * No. of units in PF)/Price per unit
If this is going to be very complicated or not supported, please inform how to add an investment amount every 3 months or year. For example lets say:
Add units in PF every 3 months or year) = (Total PF value * %dividend)/Price per unit
Thanks.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
