Is it good or bad practice to include a cash interest rate when backtesting a trading system? If I have a low exposure system then most likely the equity not currently invested would be earning some interest. With a high exposure system it wouldn't make much difference to the results.
What do...
G'day people :)
with RBA meeting due next Tuesday,
any takers on what their cash rate decision will be?
IMO, taking into account the recent flood, increase in cash rate is unlikely
but, economists sometimes surprise us :D
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.