{"id":140,"date":"2006-09-30T21:43:26","date_gmt":"2006-10-01T01:43:26","guid":{"rendered":"http:\/\/www.prefblog.com\/?p=140"},"modified":"2006-09-30T21:43:26","modified_gmt":"2006-10-01T01:43:26","slug":"himipref-parameterization-changes","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=140","title":{"rendered":"HIMIPref Parameterization Changes"},"content":{"rendered":"<p>As a result of continuing optimization of parameters, the following <a href=\"http:\/\/www.prefshares.com\/glossary.html#optimizableParameters\">optimizableParameters<\/a> have been changed:<\/p>\n<div align=\"center\">\n<table border=\"1\">\n<tr>\n<td>Parameter<\/td>\n<td>Old Value<\/td>\n<td>New Value<\/td>\n<\/tr>\n<tr>\n<td><a href=\"http:\/\/www.prefshares.com\/glossary.html#riskPseudoModifiedDurationPort\">riskPseudoModifiedDurationPort<\/a><\/td>\n<td>0.059<\/td>\n<td>0.060<\/td>\n<\/tr>\n<tr>\n<td><a href=\"http:\/\/www.prefshares.com\/glossary.html#riskPseudoConvexityPort\">riskPseudoConvexityPort<\/a><\/td>\n<td>0.014<\/td>\n<td>0.012<\/td>\n<\/tr>\n<tr>\n<td><a href=\"http:\/\/www.prefshares.com\/glossary.html#instrumentYieldDisparityValuation\">instrumentYieldDisparityValuation<\/a><\/td>\n<td>0.360<\/td>\n<td>0.358<\/td>\n<\/tr>\n<\/table>\n<\/div>\n<p>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.\n<\/p>\n<p><!--8d6ea1b3dc4507cbcd3be8cca64714a3--><\/p>\n","protected":false},"excerpt":{"rendered":"<p>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 &hellip;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[33],"tags":[],"class_list":["post-140","post","type-post","status-publish","format-standard","hentry","category-data-fixes"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/140","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=140"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/140\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=140"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=140"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=140"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}