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Optimizer Basis

What does the basis parameter control?

The trade optimizer will crunch hundreds to thousands of various models very quickly. When calculating a model that ranks by Sharpe ratio or FT Alpha, we need a basis which to compare each member of the family we are ranking.

There are two options when deciding a basis.

  1. Compare to a defined ticker – Popular for Sharpe rankings
  2. Compare to the equity curve – popular for FT Alpha rankings

Use the Basis inputs on the trade optimizer to customize the basis used for each calculation.

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