I have 2 separate folders of QuantTrader running at the same time so that I can play with ideas and compare the effects between the 2 running instances. Many times I will start with the exact same portfolio in both instances so that I am sure to have a good baseline before I make changes.
I was doing exactly this, setting my baseline in 2 running instances, and using the Nasdaq 100 hedged portfolio in each instance. I noticed something that I can’t explain and would appreciate others ideas on how to correct this. As you may know, Nasdaq 100 hedged is a meta strategy using Nasdaq 100 and TMF. The underlying Nasdaq 100 and TMF in both instances appear to be exactly the same when I look in the Summary area. The strategy parameters are the same between both instances and Advanced parameters are completely blank in both instances. However, the allocation between Nasdaq 100 and TMF are different in each running instance. You can see this by looking at the historical allocation and very noticeable in the Allocations as of today. Instance A shows 70/30 split Nasdaq 100/TMF and instance B shows 0/100 Nasdaq 100/TMF.
I am assuming the data is the same since the historical summaries are the same. I deleted all of the portfolio calculations (#xxxxx.csv files) before starting each instance so that QT would recalculate returns. Again, since the historical summaries are the same I’m assuming the returns are the same. I have also looked at the ranking log between both and they look to be exactly the same.
Any ideas on what I should look at to fix this discrepancy? Thanks.