Reply To: Portfolio Builder – Old

///Reply To: Portfolio Builder – Old
Reply To: Portfolio Builder – Old2017-09-30T15:55:19+00:00
Alexander Horn
Keymaster
Post count: 386

Yes, indeed the optimization is based on 2008-2017 data, that’s in line with the MPT framework – and still rather a short period from that perspective. Keep in mind that this is a second-level optimization, the underlying strategies have short to medium term lookback periods, so both trend horizons are captured.