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Forum Numerical Method Feature Requests

Optimization Plot

  1. changminParticipant 2014-11-12 at 8:23 pm

    Dear Sir,

    For example MA cross-over has fast and slow parameters. If we use sharpe ratio as the measurement, we can see the sharpe ratio varying around fast and slow parameters in a 2D plot.

    Likewise for 1D plot. One output and one varying input.

    Do you have that? I may have missed it.

    Thank you Leo

  2. RyuParticipant 2014-11-14 at 5:01 pm

    Please take a look at the sensitivity package: http://redmine.numericalmethod.com/projects/public/repository/svn-algoquant/show/core/src/main/java/com/numericalmethod/algoquant/execution/simulation/batch/sensitivity