Using the CapitalFlow algo with rebalancing
MichaelMorrisNZ opened this issue · 0 comments
MichaelMorrisNZ commented
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?