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Posts: 504

Joined: 12/9/2011
Location: Planet Earth

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Subject : ATS Zero Weight Issue
Posted : 12/1/2017 2:55 AM
Post #42740

If we enable any ATS Method and assign Zero Weights to all the Rankers then all other settings being equal one would expect the results to be same as the underlying Allocation Method (say % of Equity). However the results in both cases are vastly different. How do you explain this behavior.

Deleting message 42740 : ATS Zero Weight Issue

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