Jeff Brown
 Member
 Posts: 31
Joined: 1/29/2008
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I just noticed in an ATM method that there is a "NN % of Equity" Allocation routine available. In exploring it, I noticed that it looks to be one setting for all Market States. You can select different Allocation methods in different Market States, but if you adjust any of the parameters in one MS for the NN % of Equity, it changes all Market States.
I presume NN is for Neural Network and this takes advantage of the NN engine, but I can't seem to find any manual that describes this Allocation routine in detail.
Does anyone know where I might find that routine documented?
By the way, a quick test showed it improved my results which is why I'm looking for the doc.
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