[TravelingPennies]

How often (when) are the notes listed updated?

[TravelingPennies]

<span class="quoteheader"><span class="topslice_quote"> from: lascott on October 30, 2014, 10:02:35 AM

[TravelingPennies]

No it&#039;s not. All you have to do is invest in the highest interest rate notes possible and invest in nothing else. As long as they all don&#039;t turn out to be first payment defaults, you&#039;d be at the very top even of liked age accounts. But I&#039;m curious what the long term results are, so I&#039;ll keep posted

[TravelingPennies]

BTW you may want to request a subforum for your product.

[TravelingPennies]

<span class="quoteheader"><span class="topslice_quote"> from: rawraw on October 30, 2014, 07:05:27 PM

[PeerSocialLending]

<span class="quoteheader"><span class="topslice_quote">Quote"> from: turing on October 31, 2014, 11:35:03 AM

[turing]

<span class="quoteheader"><span class="topslice_quote"> from: PeerSocialLending on November 02, 2014, 11:55:00 AM

[imported_Zach]

<span class="quoteheader"><span class="topslice_quote">Quote"> from: rawraw on October 31, 2014, 10:37:17 AM

[TravelingPennies]

Thanks Zach.

[lascott]

Ran across this old blog while searching for something else. Thought those following this thread my find it interesting.

http://blog.dmpatierno.com/post/3161...etic-algorithm

<span class="quoteheader"><span class="topslice_quote">Quote

[TravelingPennies]

Good find on that link. I&#039;m going to reach out to him to talk shop a bit to hear more about the methods he used and how he combated overfitting.

The biggest hurdle we found with genetic algorithms is making sure you build in methods to combat overfitting (regularization, cross sample testing, early stopping, etc). Other wise the model starts predicting noise instead of predicting the underlying trend.

Thanks for sharing that link.

[rawraw]

Pretty sure Bryce went head to head with that guy in a backtest white paper. He took the posted strategy and backtested it compared to his

[TravelingPennies]

<span class="quoteheader"><span class="topslice_quote"> from: rawraw on December 25, 2014, 04:59:52 AM

[TravelingPennies]

<span class="quoteheader"><span class="topslice_quote"> from: turing on December 26, 2014, 10:41:37 AM

[brycemason]

I included that genetic selection criteria in my portfolio comparison white paper. However, it wasn&#039;t a terribly fair inclusion as it didn&#039;t pick a ton of notes and the backtest period overlapped somewhat with the original author&#039;s testing period. I wound up taking it out in a later version. I also thought the best comparison for a product like mine was something that would pick at least 10% of 36 month loans (in the appropriate grades). The method of comparison was good, though, and I haven&#039;t seen anything like that since.

[TravelingPennies]

<span class="quoteheader"><span class="topslice_quote"> from: brycemason on December 28, 2014, 10:39:06 PM

[TravelingPennies]

<span class="quoteheader"><span class="topslice_quote"> from: turing on December 29, 2014, 01:22:29 PM

[TravelingPennies]

Thank you lascott. Some great reading material for me to go over.

[TravelingPennies]

I&#039;ll send you a copy, just shoot me an email.

[TravelingPennies]

<span class="quoteheader"><span class="topslice_quote"> from: brycemason on December 31, 2014, 03:10:03 AM