Not logged in
Viewing 6 posts - 1 through 6 (of 6 total)

Forums>Quant Analyzer (formerly named EA Analyzer)>General Discussion>Open Balance feature with large portfolios

  • #247652 |
    Participant
    6 Posts

    Hi,

    I need the open balance feature to do a correct equity analysis. All minute data has been loaded into QA. With small portfolios computing is successful.  With larger portfolios QA either crashes (becomes unreponsive) or the process seems to be finished but in fact did not generate the equity tables etc.

    Can someone help?

    Thanks a lot!

    #247682
    tomas262
    Administrator
    1379 Posts

    Hello,

    how much RAM do you have installed? You can try to increase amount of memory allocated for QuantAnalyzer using this tip https://strategyquant.com/doc/quantanalyzer/starting-quant-analyzer-with-more-memory/

    This could help when calculating larger portfolios

    #247683
    Participant
    6 Posts

    Hi Tomas,

    thanks for the quick reply. I can confirm it is a  RAM problem, when running it with 16 GB (what I have installed) the process freezes much later. Any chance to make this less RAM-demanding? I would have to upgrade to 32GB to run this test.

    Cheers

    #247691
    tomas262
    Administrator
    1379 Posts

    You cannot do much about this except you can rent a VPS to calculate such large portfolios. Usually you are billed per minutes (google cloud for example https://cloud.google.com/free/?hl=ru)

    #247696
    Participant
    6 Posts

    Perfect, I had the same idea, and it works. Thanks and I am sure it will help other users too.

    #259563
    Participant
    1 Posts

    Can you post the full input file for your calculation so that I can try this myself?

    DFT-based analysis should work; MPLEVL=2 will not.

    Eric

Viewing 6 posts - 1 through 6 (of 6 total)

You must be logged in to reply to this topic.