As a result of continuing optimization of parameters, the following optimizableParameters have been changed:
Parameter | Old Value | New Value |
riskPseudoModifiedDurationPort | 0.059 | 0.060 |
riskPseudoConvexityPort | 0.014 | 0.012 |
instrumentYieldDisparityValuation | 0.360 | 0.358 |
I do not consider any of these changes to be particularly earth-shaking (although every little bit helps!) and do not anticipate that any users will find that a slew of trades has suddenly been recommended.