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evaluation shell, is there a CSV file that stores the p-values #489191
02/18/26 07:56
02/18/26 07:56
Joined: Jan 2023
Posts: 52
Q
qin Online OP
Junior Member
qin  Online OP
Junior Member
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
02/18/26 08:14
02/18/26 08:14
Joined: Jul 2000
Posts: 28,074
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 28,074
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
02/18/26 13:14
02/18/26 13:14
Joined: Jan 2023
Posts: 52
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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.

Re: evaluation shell, is there a CSV file that stores the p-values [Re: qin] #489206
7 hours ago
7 hours ago
Joined: Apr 2008
Posts: 600
Austria
Petra Offline
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Petra  Offline
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Joined: Apr 2008
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Austria
They are listed in the start message, by their algo names and summary line numbers.


Moderated by  Petra 

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