Grant's post inspired me to make these tests.
1.Long-short daily trading (borrowing costs not reflected).
Grant's post inspired me to make these tests.
1.Long-short daily trading (borrowing costs not reflected).
2.Assets allocation daily trading.
Witch one got better results?
Delaney, you are welcome to discuss.
Do you know if the Q database adjusts for TLT dividends (or in this case the coupon payments made on the bond)?
Frank,
TLT paying dividends at the beginning of each month.
It is reflected in Q data inline with other data sources but appear slightly later then on my brokerage account:
7:31 AM
TLT
BUY
27
$138.78
$3,747.06
2016-08-05
- Buys $3,737.34 (1 transactions)
7:31 AM
TLT
BUY
27
$138.42
$3,737.34
2016-07-08
- Buys $3,714.65 (1 transactions)
7:31 AM
TLT
BUY
26
$142.87
$3,714.65
2016-06-07
- Buys $3,983.55 (1 transactions)
7:31 AM
TLT
BUY
30
$132.78
$3,983.55
2016-05-06
- Buys $3,787.11 (1 transactions)
7:31 AM
TLT
BUY
29
$130.59
$3,787.11
2016-04-07
- Buys $3,839.89 (1 transactions)
7:31 AM
TLT
BUY
29
$132.41
$3,839.89
2016-03-07
- Buys $3,719.57 (1 transactions)
7:31 AM
TLT
BUY
29
$128.26
$3,719.57