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  • #114904|
    Customer
    447 Posts

    I’d report this as a bug but I am not sure if it is just me.

     

    When I built portfolios in QA it works well.  However, I have noticed the portfolios in the databank are not been replaced with better ones after the maximum number of portfolios in databank has been reached.  What should happen is that better portfolios replace relatively poor performing ones even if the maximum number has been reached (just like SQ).  Has anyone else experienced this difficulty or is it specific to me?

    #135910
    Moderator
    1578 Posts

    Thanks for posting it, I will verify that to be sure whether it is a bug

    #135933
    Moderator
    1578 Posts

    I could not replicate the problem you describe. If I set “Max portfolios in databank” to lets say 3 and start computing then “better” members will dynamically replace weaker ones. I used Net profit ranking, brute force method, min 2 / max 4, correlation 0.3 (P/L)

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