Independent Value Optimizations and Monte Carlo

Karishes idea I think needs it's own ticket.

A perfect example was given in this video here:
https://youtu.be/q_02_zeFq4w

We usually have multiple parameters we want to change but in this case we change only one parameter at a time, leaving the other parameters UN-touched at their original values. This should be a more efficient way to obtain some robustness data than changing all parameters simultaneously.

I get that we can probably cover the monte carlo with a snippet but we don't have access to optimization snippets I don't think....




Other videos that are doing the same ish..:




https://youtu.be/-hRrfnVDo9Y






https://youtu.be/KtUZg0kn7lg






https://youtu.be/PaVIbaTRO7o






https://youtu.be/YLLqU_F7hms

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  • Votes +6
  • Project StrategyQuant X
  • Type Feature
  • Status New
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#1

bentra

04.04.2021 00:12

Task created

b
#2

bentra

04.04.2021 00:15
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k
#3

Karish

04.04.2021 00:58
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AT
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AngelTalavera

04.04.2021 01:05
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mabi

04.04.2021 02:02
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Marti

04.04.2021 03:22
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JH
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Jabezz

05.04.2021 13:36
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