Does the payout need to start from 2007.1 and end to 2016.12?
Hi,
The payout is independent from dates, i.e. it is a function that takes in a times series argument (and others if you wish so) and gives back time series of weights. If we feed in another time range, the payout should still generate allocations. For this competition, the time span you have at your disposal is indeed 2006-12-31 to 2017-12-31. However we’ll test your payout on other data to assess its robustness.