Prior day ending cash - how to calculate?

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Prior day ending cash - how to calculate?

edited

Seeking Help Risk Management

Hi Everyone
I looked through the leverage posts on the forum but cannot seem to find one where someone else has tracked previous day ending cash.
When convenient please let me know if anyone has done this?
I am using previous ending cash as my available cash balance for the next day so that my leverage is zero.
Since I go to cash at market close I tried using portfolio.portfolio_value but I think this gets updated with any new intraday fills.
Any other approaches to keeping leverage to zero are much appreciated.
Merci
Savio

1 response

Please ignore this (not sure how to delete a post) but I found this post courtesy @blue https://www.quantopian.com/posts/calculation-of-available-free-cash-for-buys to track cash - will give it a test drive

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