Three Layers
08-three-layers
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The system has three layers.
And here is what is unusual about it.
Most quant systems optimize for return.
This one optimizes for after-tax return.
That is a completely different target.
Layer 1.
It forecasts what your assets will do.
Layer 2.
It allocates your portfolio to maximize net gains.
Layer 3.
It simulates years of trading to verify it actually works.
Ver raw
. The system has three layers. And here is what is unusual about it. Most quant systems optimize for return. This one optimizes for after-tax return. That is a completely different target. Layer 1. It forecasts what your assets will do. Layer 2. It allocates your portfolio to maximize net gains. Layer 3. It simulates years of trading to verify it actually works.