The goal is what the machine is attempting to optimize. Most clients choose either maximize alpha or maximize raw return.
|Maximize Alpha||Splits stocks of the chosen universe into buckets based on alpha.|
|Maximize Raw Return||Splits stocks of the chosen universe into buckets based on performance.|
|Benchmark||Set one or more benchmarks and the weightings for each.|
|Equal Weight Benchmark||Instead of using the defined benchmarks, set the benchmarks to be an equal weighted (per rebalance period) version of the stock universe.|
|Market Cap Benchmark||Use a market cap weight of your stock universe as your benchmark. This will be done using the point in time universe rather than the benchmark security you selected.|