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Portfolio123 » List all forums » Forum: Simulations and Portfolios » Thread: Simulation and Optimize results mismatch |
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Total posts in this thread: 5 |
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stumo
Advanced Member
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This Simulation result, and Optimize result do not match when both are run under identical conditions. I've copied the simulation file to simulation name: Optimize Test 1yr sim Simulation total return 41.26% Optimize total return 9.60% Please confirm the mismatch, or let me know what's wrong with my setup. Thanks, Stu ---------------------------------------- [Edit 1 times, last edit by stumo at Jun 17, 2012 11:55:39 AM] |
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stumo
Advanced Member
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Bump...
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tedb
Advanced Member
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Hi stumo, Sorry for the delay. Did confirm that the results are different. Looking into it now. Portfolio123 Support ---------------------------------------- Portfolio123 Staff |
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tedb
Advanced Member
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Made a change, and it worked in the case where I previously saw the error. Let me know if it's ok for you. ---------------------------------------- Portfolio123 Staff |
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stumo
Advanced Member
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Thanks tedb, I did confirm that the simulation, and optimization results now match. What is troubling is that the simulation result has changed to match the optimization result rather than the other way around as I would have expected. So, do I need to re-run my other simulations? How will this effect my portfolio results? What has changed in the P123 algorithm to effect the new (different) simulation results? Is this new simulation result related to something unique to my simulation set-up? Regards, Stu ---------------------------------------- [Edit 1 times, last edit by stumo at Jun 19, 2012 11:19:00 AM] |
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