Inquiries

Alphathon
#1

Thank you Hamza and Hervé for your detailed and informative replies .


  1. I noticed that the data for “BNK FP Equity” is not available. However it is mentioned in the table of Data available as input.Is there any chance we can have access to this data?
  2. Can I adopt a long term investing strategy ? so I re-balance my portfolio upon need so that two years might pass without re-balancing.




Thank you

#2

Hi Aliatoui,


1/ The Lyxor STOXX 600 Banks ETF can be accessed through :

getAlphathonBBs(“BNKa”,asPrice = TRUE)

The data you get is a building block which in the case of an ETF is basically a price series re-based from 100.

On the Alphien platform, investable assets are always represented by building blocks, you can learn more about them in the wiki:

https://wiki.alphien.com/ALwiki/Introduction_to_Alphien_Pillars_and_Building_Blocks


If you want to see all available building blocks for the competition you can use 

getAlphathonBBs()


2/ You can adopt any investment horizon you want. If your payout function doesn’t generate a signal, your portfolio will not get re balanced and your strategy will not be penalized by transaction costs.

This page explains how payout signal works with concrete examples:

https://wiki.alphien.com/ALwiki/Creating_a_payout


I hope this helps, let me know if you have any other questions !


Aurian






#3

Hi Ali,

To complement what Aurian said:

  1. In addition to the “BNKa” BB, we are going to release the estimated dividend yield on BNK index in the next few days. I’ll flag when it is available.
  2. Strategies will be ranked on the net Sharpe ratio (with 0% risk free rate). You can pursue any investment horizon that leads to a high Sharpe.

Best,


Hervé