The main topics of the article are why we are borrowing funds to implement this strategy and how we can calculate the amount of money we are going to borrow.
The purpose of this update was to reduce the brokerage fees and also to improve rebalanced portfolio’s overall performance.
How does the Pattern Lab’s backtester work? Why should I always validate my strategies by doing a manual backtest? You will find the answers to these questions in this article. For the comparison, we used the first version of Pattern Lab, released on 2021/12/01.
