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This is more of a feature request.
When using Return.Portfolio, i would like to incorporate transaction costs e.g. 1% for opening and closing positions.
Is this documented else where, and how would i go about it.
Especially,the case for rebalancing portfolios.
The text was updated successfully, but these errors were encountered:
Description
This is more of a feature request.
When using Return.Portfolio, i would like to incorporate transaction costs e.g. 1% for opening and closing positions.
Is this documented else where, and how would i go about it.
Especially,the case for rebalancing portfolios.
The text was updated successfully, but these errors were encountered: