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evaluation shell, is there a CSV file that stores the p-values #489191
7 hours ago
7 hours ago
Joined: Jan 2023
Posts: 52
Q
qin Online OP
Junior Member
qin  Online OP
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Q

Joined: Jan 2023
Posts: 52
I am testing the evaluation shell. After running the Monte Carlo Analysis, how can I know which jobs passed the verification (i.e., have a p-value less than 5%)? Is there a file that stores the p-values for different jobs? I know the Zorro message window shows the p-value, but I'm not sure which job it corresponds to, so I'm wondering if there's a CSV file that stores the p-values for the jobs.

Re: evaluation shell, is there a CSV file that stores the p-values [Re: qin] #489192
7 hours ago
7 hours ago
Joined: Jul 2000
Posts: 28,074
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jcl Offline

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jcl  Offline

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Joined: Jul 2000
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Frankfurt
The p value is normally calculated for the final portfolio. If you want individual p-values, select a job and run the MA only for that job.

Re: evaluation shell, is there a CSV file that stores the p-values [Re: jcl] #489193
2 hours ago
2 hours ago
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qin Online OP
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qin  Online OP
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Joined: Jan 2023
Posts: 52
Originally Posted by jcl
The p value is normally calculated for the final portfolio. If you want individual p-values, select a job and run the MA only for that job.

I simply want to know which jobs ended up in the final portfolio. I couldn’t find any file that explicitly lists the final selected jobs, so I’m trying to figure it out based on the p-values.


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