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jpb

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Posts: 168

Joined: 5/11/2005
Location: Brown Deer, WI

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Subject : RE: ATM and "Resilient Portfolio" in Omnifunds
Posted : 4/11/2020 1:47 PM
Post #46917 - In reply to #46916

Tom,
Are you saying that you took the Persistent method, flipped ascending to descending for the long, set the optimization flag for the ranker, and saved the method and ran the analysis again and now the Opt field shows 10 instead of 0?

I tried that -- actually made the above changes and saved it as a new method and ran it but my Opt field still shows 0.

I'd love to see what you're seeing. I just can't reproduce it on my end. I'd find that concerning when only one ranker exists.

By the way, I now recall that the default value is a weight. When you have multiple rankers, you can set the weight for each ranker and optimize it in relation to other rankers. I think it adds up all rankers to find the % of weight to give any specific ranker. There is also the checkbox "Scale Indicator Values" that will alter the ranker value. But I rarely use that feature -- usually only one ranker at a time.

Thanks,
Jeff B
Deleting message 46917 : RE: ATM and "Resilient Portfolio" in Omnifunds


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