- 12/31/2022 at 10:07 pm #84307Michael PParticipant
Is there a way to see when a system has been updated? There is a NAS100 and NAS100! system and I am not sure what the difference is in them.01/02/2023 at 4:54 am #84323VangelisKeymaster
We update our strategies every few years depending on the markets. Our last update was on July 2022. When we do, we change strategy parameters and we re-backtest the whole history. Usually the backtested results are better as we change parameters to compensate for things that have already happened. A good example is TLT and the bond markets. As we adapt strategies to rely less on TLT, we create strategies that would have behaved better in the past and that we hope sill behave better in the future.
For example by adding TIPS to our hedge strategy, we make it more robust to an inflationary environments. We don’t force TIPS, we just add it to choices the algo can make. When we re-backtest the algo obviously picks TIPS more often and creates a different equity than the actual one, when TIPS was not a choice.
Our strategies come from QuantTrader. You can see the change log
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