I have a couple of questions for OptimalF

1. Is the sum of all OptimalF factors 1?

2. How does Zorro determine if a portfolio stratgey component is profitable or not then set its factor to 0 ? Does Zorro use Cold Blood Index? If some of the factors set to zero, will Zorro adjust the rest automaticaaly?

3. Is the hedge fund coefficient 0.5 the best? Is using optimize function to optimize it a good idea?

4. Can we use the code below to calculate different factors for different assets? Note it's one loop and not every assets use all aglos.

set(FACTORS);
while(asset(loop("asset1","asset2","asset3"))
{
if(asset == "asset1") algo1;
if(asset == "asset2") algo2;
if(asset == "asset3") algo3;
}



Thanks

1. No
2. No
3. What is a hedge fund coefficient?
4. Yes

3. When you calculate margin using OptimalF in workshop 6 I guess, you put a 0.5 there, you said the hedge funds only trade half of the OptimalF. That's the hedge fund coefficient I mentioned.



Thank you

Ah, ok. For determining whether a component is unprofitable, look here: http://www.financial-hacker.com/the-cold-blood-index/