[jvtelecom]

[quote quote=51613]

jvtelecom wrote:

I have an optimization question using QuantTrader. It is not clear to me what parameters are being optimized when I click on “optimize”.

Lookback period / Volatilty attenuator

[/quote]

Thanks. So what is the value of the volatility attenuator if the field is blank? I had assumed zero.

[jvtelecom]

I have an optimization question using QuantTrader. It is not clear to me what parameters are being optimized when I click on “optimize”. Obviously the lookback period, but what else? It seems to magically improve the CAGR but I am unable to replicate the changes manually so I don’t have any feel for whether the optimizations are real or just a very accurate backtracing tool.

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