Originally Posted By: jcl
The optimalF factors are the same. They depend only on the balance curves of the components.


Originally Posted By: jcl
Training all algos together with one asset is the best way.


This way, one will get a .fac for each asset, can we simple append all .fac together, then trade all algo/asset components in a combined script?

Do I take it right?

Thanks


Last edited by Jeff1228; 01/26/17 05:50.