Sunday, April 22, 2012

Version 1.5.1 Released

Version 1.5.1 allows you to pick a specific start date in addition to the existing ability of picking how many months to tests.

Download from this blog on the right panel or from the download page.


(clicks on donate! greatly appreciated)

Thursday, April 5, 2012

About Particle Swarm Optimization, Part II

I did not elaborate as much as I should have in the previous post, and some people had good questions, which I hope the following will clarify:

1. Optimization is performed over the "Months to test" period - so different periods provide different results and yield different time to completion due to more work to be done.
2. The initial positions do take effect. The algorithm uses the following initial particles:
a. The current portfolio
b. 5 First equities at 100% allocation each.
c. The rest of the particles are random allocations

This means that
a. Results will differ between times the optimization is run.
b. A result can only provide a better sharpe then your current allocation


Wednesday, April 4, 2012

(Fixed!) Free download, using a free ftp host... which isn't running right now

Apologies,  the free service I use to host the installer for the software is currently down. You can either download directly from - or wait until they bring it up, it's out of my control right now.

Anyone has a good suggestion for another free FTP host?

UPDATE: Added free download via my internet provider, users should be able to download latest version from this site again.