OptimalF in Z12.fac - independently per component in portfolio?

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OptimalF in Z12.fac - independently per component in portfolio? #453831 08/16/15 21:52 08/16/15 21:52
Joined: Apr 2014 Posts: 45 Germany webradio OP Newbie
webradio OP Newbie Joined: Apr 2014 Posts: 45 Germany	Just double-checking if I understood the manual. Quote: In a portfolio system, OptimalF is separately calculated for any component It means for me, that even in case there would be no CT, CY, HP algos in Z2, OptimalF values for BB in Z12.fac would be absolutely the same. Correct or not?

Re: OptimalF in Z12.fac - independently per component in portfolio? [Re: webradio] #453863 08/17/15 12:57 08/17/15 12:57
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	Yes. Removing an algo means that this algo is not traded anymore. It does not affect the trade volume of other algos.

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