Are "simple" type optimizations available? I am looking for a table containing the summary statistics (rets/vol/sharpe/ etc) given several parameters. (or something like it)
As a simple example - would I be able to see summary results of using moving averages of say 10, 20,30 40 etc days in a simple trend following algo?
I know "order optimal portfolio" is a more sophisticated tool, but was wondering if more straight forward optimizations are possible?
Thanks
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