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Jim Dean

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Posts: 1059

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

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Subject : RE: Portfolio Wizard Results
Posted : 8/4/2014 7:29 AM
Post #32404 - In reply to #32403

Click here for a possible explanation for this, and a starting - point suggesting for an "intelligent design" approach as to determine what strats to use together in a given ECA run.

That is: Is it better to dump a huge collection of strats into ECA and let it churn thru them, or is it better (as M+S seem to have done) to use a carefully selected group?

My money's on the latter approach.

The trick is, figuring out WHICH strats to dump into the "hopper" for ECA to use. My guess is that there will be a lot of discussion about this and many different successful approaches to it.
Deleting message 32404 : RE: Portfolio Wizard Results


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