Call us  Call Us (866) 295-0166

Trade Optimizer

The trade optimizer will calculate hundreds to thousands of strategies at once. The results are displayed in a spreadsheet where the strategies can be sorted, analyzed, and compares. This tab is very useful to help get a high level view of how the models perform and easily stress test a variety of strategies.

Basic Functions


  1. Parameter sliders. Use the slider to set the upper and lower bound of the related parameter. The optimizer will show the results of a strategy using all values between the upper and lower bounds.
  2. Enter one or more families. Type the family in the upper box, then press enter or “add” to move to lower box. All families displayed in the lower box are used in the optimization.
  3. Check one or more rebalance periods or enter any number of market days in the “# mkt days” box. Separate the market days with commas.
  4. Similar to the compare tab, the ranking period can be separated from the rebalance period. This allows for strategies like “monthly asset reallocation based on a quarterly family ranking”
  5. This basis is used for the sharpe ratio.
  6. This shows the number of combinations currently set to execute.
  7. Each row represents a different strategy. The first 8 columns describe the parameters used in the strategy.
  8. Right click on any row to display the colors of the compare tab. Click a color and this strategy will load in the corresponding color in the compare tab. This allows for easy workflow from the optimizer to the compare tab.
  9. In addition to sorting and ranking the spreadsheet, a filter can be applied to each column. The filters can exclude specific items like families or filters using greater than or less than logic.
  10. Left click the column head to sort ascending or descending.
  11. Soft recalculate. This button will recalculate the statistics of the spreadsheet strategies (light weight), but not recalculate the strategies themselves (heavy).
  12. The dates are the start and end dates used to calculate the statistics in the spreadsheet.