Posted By: rolfwidmer   Date: Sun Mar 30, 2008

Title: Trades at close

Message:
  In the trading strategy you write "all trades are done at market close". As your new model output is published after market close, I assume this is the close of the next trading day?
  Rolf

Response:
  This issue is discussed in several messages below. All trades are done at the close on the day posted. The trading model performance is based on the closing price.