Replies: 1 comment
-
Two different words: optimal and optimised. In this context, The
In the second snippet of your question, ideally the variable name would be |
Beta Was this translation helpful? Give feedback.
0 replies
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
-
Hi everyone!
I noticed that in Rob's dynamic optimised system (at sysproduction/strategy_code/report_system_dynamic_optimised) we get the optimal position like this:
but shouldn't we use the optimised positions stage to get the optimal position?
I'm wondering why we aren't using the optimised positions here. When running the backtest I get quite a better result when using
optimised_portfolio
(which uses the latter method for getting the position) overportfolio
(which uses the former)Beta Was this translation helpful? Give feedback.
All reactions