| Version 2.0
TRAITS version 2.0 was released in February 2008. It provides a number of improvements over version 1.5, including:
- Ability to handle much larger stock universes (in the order of several thousand stocks).
- Improved machine learning component: much improved procedure for finding useful trading rules during in-sample period.
- Improved handling of exits and better monitoring of ongoing profitability of open positions.
- Improved handling of open positions during periods of rapidly changing market conditions.
It is used to power live run LiveFrom11Mar2008.
Live Run Performance Bulletin, 8 July 2008
A brief summary of the latest TRAITS live run performance figures, with comparisons to the benchmark and real funds, and some background information.
Results update, 30 June 2008
Summary of latest performance figures from the LiveFrom11Mar2008 live run, as at 30 June 2008.
Results update, 30 May 2008
Summary of latest performance figures from the LiveFrom11Mar2008 live run, as at 30 May 2008.
Results update, 28 April 2008
Summary of latest performance figures from the LiveFrom11Mar2008 live run, as at 28 April 2008.
Results update, 2 April 2008
Summary of latest performance figures from the LiveFrom11Mar2008 live run, as at 2 April 2008.