1. Boosted.ai Knowledge Base
  2. Boosted Insights Quick Start

Model + Portfolio Evaluation Quick Start Guide

Here you will find different ways that can help you evaluate your model as well as portfolio and a list of techniques that can assist you improve their performance. Simply click on a bullet point to navigate to the relevant section.

Screenshot 2022-08-18 at 16.42.57

   Model Optimization Techniques
   - Variables
   - Investment horizon

  Portfolio Evaluation
  - Annualized Alpha
  - Sharpe Ratio
  - Drawdowns
  - Allocation
  - Portfolio settings

  Portfolio Optimization Techniques
  - Optimization
  - Signal Optimization
  - Securities settings
  - Neutralization