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Naming error and optimization results analysis

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Naming Error And Optimization Results Analysis

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Oops We can confirm that the name is not referenced in the VBA and so the results will not be affected. We have tested with Excel 2013 and Windows 10 and if the optimization runs without issue then the results are valid.

  1. The total return chart is created from the same dates used in the Input tab. Small periodicity such as days will make it more volatile and conversely higher periodicity such as months will smooth out volatility.
  2. All results are based on the input periodicity and so for daily data we need to multiple the return by trading days in the but for risk (standard deviation) the square root of annual trading days.
There is detailed documentation on these aspects in the user guides.
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