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Jim Dean

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Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: Multiple Date-Ranges for Portfolio Selection
Posted : 11/16/2012 10:57 AM
Post #22207 - In reply to #22206

I am willing to provide Nirvana the code, on a free but confidential basis, for determining the Nine Market States. There are a total of five adjustable parameters.

So if Nivana will provide a way to "slot it in" to a Filter Block, OR to do backtesting over a series of designated ranges (manually extracted using the 9MS filter output), we would be good to go.

[Edited by Jim Dean on 11/16/2012 11:37 AM]

Deleting message 22207 : RE: Multiple Date-Ranges for Portfolio Selection


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