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Automatic Portfolio optimization problem after 8Gb Used

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Irod

Customer, bbp_participant, community, 3 replies.

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6 years ago #217891

Hi

I have a problem when I want to use portfolio Master (QuantAnalyzer) the Automatic Portfolio Computer to find the optimal portfolio among several strategies.

I’ve chosen 60 simple strategies to combine and I’m trying to use minimum 40 strategies and max of 60 strategies and 100 of possible portfolios.
The size of each strategy file is around 2 to 8 Mb.
I’m using computers with 64gb of RAM, 2TB SSD, intel i7…

The problem is when I try to compute portfolios the system reports an error after compute just a dozen portfolios or so…
I think it is one of the best things of your wonderful software, for me it is very important to optimize it but I don’t know what is the problem

Can you help me?

Thank you!

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tomas262

Administrator, sq-ultimate, 2 replies.

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6 years ago #217894

Hello,

have you tried to start QA with more memory? https://docs.strategyquant.com/starting-quant-analyzer-with-more-memory

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Irod

Customer, bbp_participant, community, 3 replies.

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6 years ago #217908

Perfect!!

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