Daily Report Commentary

posted in: General | 0

We refit the model as a part of a regularly scheduled model update procedure. New optimal indicator transformations in combination with updated variable selection caused the optimal allocation to decrease to -20%. We continue our research to determine the most effective model factors as well as optimal variable selection. We plan to include additional models to diversify our portfolio and enhance returns in the next few months.

Leave a Reply

You must be logged in to post a comment.