Portfolio Master Genetic Settings
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Could someone give me some more info about how to use this Genetic search.
I have more than 50 profitable EAs and want to generate portfolios. I am not sure what this means:
1. Population size
2. Generations
Also want to find out if there is any way to generate not correlated portfolios. I mean, if i give 50 EAs to generate my portfolios, i want to make sure that portfolio 1 is different to portfolio 2, or i can compare them in some way? Or once i generate one portfolio i should untick all EAs from selected portfolio?
Can someone give me some info a way how to get this done.
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I’m in the same boat. I don’t quite understand the Genetic Search options. What configuration is best? I’ve tried several, but either it doesn’t find any portfolios or it crashes my PC.
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