mholstius
 Regular
   Posts: 76
Joined: 6/15/2011
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Nirvana posted an update to OT2018 and the ATS system, and my previous post is no longer accurate.
I’m glad to see they were so quick to revise the software and post the update.
The new version is a bit different and includes some valuable enhancements.
It’s definitely an improvement over OT 2017 - and we haven’t begun to test its limits.
I won’t have much time for experimenting with the holidays coming up, but I wanted to share a snag comparing my results with OT 2017 & 2018.
The rank I used should be made available rather soon after I share the process with Ed.
To make it as simple as possible, I limited this example to the last few (challenging) years with the Russell 1000 and VBX3 (long only).
Undoubtedly, there are better combinations and ranking systems… we just haven’t had enough time yet to dig very deep.
I'm sure others in this forum will have some valuable insights to share in the new year.

Hope everyone has a wonderful holiday season.
Merry Christmas!
Mark
[Edited by mholstius on 12/12/2017 11:34 AM]
Attached file : 01 OT 2017 vs 2018 w ATS.jpg (969KB - 600 downloads)
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