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- MarkParticipant
Thank you for quick response. Setup in new folder on Desktop and works fine. Strange problem came up on two different computers at same time. Thanks again.
MarkParticipantOn the main portfolio screen under Allocations, what is the difference between the Actual & Invested tabs? The Alloc. % changes with the tab.
Thanks
MarkParticipantHello Alex, would it be possible to publish the QuantTrader setting for all of the base LI strategies similar to what Tom Gnade published in his excellent Morpheus paper? As I’ve worked in QT, I’ve changed the settings on some of the base strategies and cant figure out a good way to get back without reloading and starting over. If there’s an easy way to get back, perhaps you could point me in the right direction. Thanks for the help
Best regards, Mark
MarkParticipantAlexander, thank you for considering a seminar in the next couple of weeks. I hope your offer generates a good response on Doodle.
In general, I’d like to walk through the steps of developing/optimizing a new meta-strategy while being able listen to descriptions and ask questions. Some topics I’d like to have explained include:
1. File management – File structure, file names, import/export portfolios. (I’ve had trouble importing and running the EPP strategy you posted on the Forum)
2. Trader Window – discussion of Strategy Parameters
History range & impacts on lookbacks
Min/Max Allocations vs Top n ETFs
Ranking SR/DR advantages & disadvantages
Mean Reversion Weight
Mean Reversion Period
Smoothing Weight
Rebalance Strength
3. Discussion of optimization routine and how to avoid over optimization.
4. Consideration for combining strategies with different optimum lookbacksThanks again
MarkParticipantAlexander, I’d be interested in an interactive, on-line seminar covering the QT basics and how to optimize a new strategies. A walk through of the 00EPP strategy development would be very instructive. Any chance? Youtube clips might be a nice alternative to a live session as well. Thank you
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