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Using the CapitalFlow algo with rebalancing #436

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MichaelMorrisNZ opened this issue Feb 24, 2024 · 0 comments
Open

Using the CapitalFlow algo with rebalancing #436

MichaelMorrisNZ opened this issue Feb 24, 2024 · 0 comments

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@MichaelMorrisNZ
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I understand the CapitalFlow algo in useful for systematic flows that will be invested on the next rebalance trigger. However, I was hoping for some advice on modelling adhoc flows with simultaneous prorata allocation/investment across child strategies and their instruments if someone can help please?
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@MichaelMorrisNZ