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WFM Re-optimizing Period – Calendar or Trading Days

2 replies

7 years ago #116115

Hi Marc

Please can you confirm: When using SQ 3.8.1 WFM tool, should the recommended re-optimizing periods reported as “every ‘x’ days on history ‘y’ days” be read as ‘calendar days’ [365/yr] or ‘trading days’ [~260/yr]? See attached screenshot.

Thanks

AC1962

File:

WFM Re-optimizing Periods.png

7 years ago #140727

Hello,

it is meant to be trading days actually since we have the data only available for the days where the market is being traded (open)

7 years ago #140731

Great, thanks Tomas!

I previously conservatively assumed calendar days. So changing to trading days (which on reflection is more logical) now gives more time before the need for strategy re-optimization.

Thanks again

AC1962

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