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SteveL

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Posts: 262

Joined: 8/19/2005
Location: Boulder, CO

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Subject : RE: "Use DSS Results" DOES affect PortSim
Posted : 4/25/2014 3:21 PM
Post #31286 - In reply to #31285
Bottom line:

I've convinced myself that DSS ranking is not useful for PortSim analysis. The DSS order is not used to order the selected trades in Portfolio Simulation.

DSS ranked symbols do appear to be chosen preferentially over non-DSS ranked symbols, but not in their ranked order.

IMHO, this seems like a not quite implemented correctly design. The implementation probably works well enough for those using the market balancing in combo with the DSS ranking, but the DSS ranking by itself is not being taken advantage of in PortSim.
Deleting message 31286 : RE: "Use DSS Results" DOES affect PortSim


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