Recent content by averish

Thanks, looking forward to reading the blog post! I have another question in the same vein. Instead of applying a binary decision to remove the expensive rule variations, have you considered/tested using a weighting method like inverse cost proportionate (with reasonable boundaries)? Expensive...

Hi Rob, Sorry if it's been already asked and I missed it. Since you're trading with the DO algorithm which tends to limit your trading costs, why do you still remove the expensive trading rules? It appears redundant. Are they that detrimental to the portfolio's performance? Thank you!