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Jrinne
Re: Slope is (Top Bucket - Bottom Bucket)/Constant

Walter,

I like this. I would like if it wasn’t just on a rolling basis ( but as an option) and one could measure the alpha for the top bucket over the period selected.

I like it a lot. Doesn’t stop me from liking IR too.

-Jim

From time to time you will encounter Luddites, who are beyond redemption.
--de Prado, Marcos López on the topic of machine learning for financial applications

Jun 12, 2019 1:15:01 PM       
Edit 7 times, last edit by Jrinne at Jun 12, 2019 2:09:39 PM
Jrinne
Re: Slope is (Top Bucket - Bottom Bucket)/Constant

Yuval,

I have a question. Is all of this computer intensive and hard to implement?

Or is it a matter of P123 watching out for our best interest? Knowing what is best for us?

I am happy to consider just the pro’s ideas if it is hard to implement. And maybe not even then if it is too computer intensive. I understand the setting of priorities. But these are good ideas requested by pros.

Walter seems like he is a pro and I know Parker is.

I just have a BS in mathematics and Chemistry and I attended UC Berkeley for a while intending to get a degree in Physics (I did not get my undergraduate degree from there). I do not have an advanced degree in Mathematics or anything related. I took the easy route and went to Medical School so I am not too smart. I can see why you would not want to use any of my ideas on metrics.

Walter has made this request before as did Parker regarding IR.

Of course, P123 may know better.

-Jim

From time to time you will encounter Luddites, who are beyond redemption.
--de Prado, Marcos López on the topic of machine learning for financial applications

Jun 12, 2019 2:25:30 PM       
Edit 19 times, last edit by Jrinne at Jun 12, 2019 3:40:46 PM
wwasilev
Re: Slope is (Top Bucket - Bottom Bucket)/Constant

I would like to see some of these things happen, too. But, from P123's perspective, who will use these new features? Probably just a few of us. The same few that spend time on the forums. On the other hand, P123 hasn't made any significant additions to the its core functionality in a long time. I have submitted feature requests that I think are more important for moving P123 to a fuller, more robust platform. I wish I could see P123's development roadmap. It would ease some of my angst.

Walter

PS I'm no pro. :)

Jun 12, 2019 6:24:03 PM       
Edit 2 times, last edit by wwasilev at Jun 12, 2019 6:25:10 PM
Jrinne
Re: Slope is (Top Bucket - Bottom Bucket)/Constant

Walter,

I share your angst.

Who are we attracting on the research side?

-Jim

From time to time you will encounter Luddites, who are beyond redemption.
--de Prado, Marcos López on the topic of machine learning for financial applications

Jun 12, 2019 7:17:09 PM       
Edit 13 times, last edit by Jrinne at Jun 12, 2019 8:23:00 PM
yuvaltaylor
Re: Slope is (Top Bucket - Bottom Bucket)/Constant

Yuval,

I have a question. Is all of this computer intensive and hard to implement?

Or is it a matter of P123 watching out for our best interest? Knowing what is best for us?



There are probably at least a hundred ways we can improve our product for existing members and to attract new members. Priorities have to be assigned, and members of the P123 team (including myself) are assigning them. You'll definitely see a lot of new things rolling out in the next twelve months, most of which will please you a great deal.

My own thinking, which may not reflect that of others on the team, is that the highest priority should be given to projects that are not within the current capabilities of the user. A user CAN figure out the information ratio or the alpha for a simulation using Excel without much difficulty, or can subtract the bottom bucket from the top one, but CAN'T upload customized data, assign dividends to realized transactions, access European data, perform buy-driven simulations, hedge in ETF simulations, add a universe to the "rating" command, access data for maintenance capex or executive compensation, use the optimizer with a formula-weight simulation, etc. etc. etc. I'm hoping that all of those capabilities will be possible at some point down the road, but I certainly can't promise anything. Everybody has their hands full. And there are many improvements that need to be made to the Invest side of the platform as well, and lots of marketing initiatives, and all the tutorials and guides need to be updated, and we're starting a blog . . . And I'm not even mentioning another major new feature that will probably roll out within the next month . . .

- Yuval

Yuval Taylor
Product Manager, Portfolio123
invest(igations)
Any opinions or recommendations in this message are not opinions or recommendations of Portfolio123 Securities LLC.

Jun 13, 2019 10:02:11 AM       
jmh
Re: Slope is (Top Bucket - Bottom Bucket)/Constant

Hi Yuval,

Did I read you right "access European data"...?

;-)

Jerome

Jun 13, 2019 10:48:36 AM       
yuvaltaylor
Re: Slope is (Top Bucket - Bottom Bucket)/Constant

It's still a hope and a possibility.

Yuval Taylor
Product Manager, Portfolio123
invest(igations)
Any opinions or recommendations in this message are not opinions or recommendations of Portfolio123 Securities LLC.

Jun 13, 2019 1:51:57 PM       
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