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Portfolio master esta funcionando mal

2 replies

1 year ago #289885

I’m creating portfolios with Portfolio Composer version 142. It doesn’t work well with Automatic Computation or Recompute Portfolio. The conversion of Portfolio Composer weights with Automatic Computation and Recompute Portfolio is malfunctioning. The original strategy gives me correct values, but with Portfolio Composer, the data and metrics are incorrect.

I’ve attached strategies in Portfolio Composer and the original strategies. Portfolio Composer gives me completely different dollar values. I’ll send two examples of two different assets. The values aren’t normal; some in SL are positive, while MoveSltoBE is very profitable, and it’s not as realistic as the original.

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1 year ago #289959

Hi, we are reworking the calculations in Portfolio Composer into the update SQX 143. Please update once the new version becomes available

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1 year ago #290058

Portfolio Composer doesn’t work on versions 141 or 142. When will Portfolio Composer be ready to work properly? And in what year will version 143 be released? I’ll be waiting for your response, thank you.

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