Open jbhunter52 opened 6 years ago
Create simulation run Optimizer class that allows creating of linear space for multiple simulation parameters
Output will be optimization objective including total growth and volatility
Measure volatility by r squared of linear regression of growth overtime
Created optimizer only on growth. Need to add volatility
Create simulation run Optimizer class that allows creating of linear space for multiple simulation parameters
Output will be optimization objective including total growth and volatility
Measure volatility by r squared of linear regression of growth overtime