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PARAMETERS.md

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Parameters DFM Applicatie

Alle parameters en opties voor berekeningen met de DigifundManager

Parameters

Key Default Options
DataProvider CSI CSI, Yahoo
IncludeInactive 0 0, 1
Benchmark SP500 SP500, DJIA
Watchlists Safe All, SnP500, DJIA, ETF-collection, Best_EPS_Collection, Twenty_Analysts, DivStocks, HedgeFundStocks2020, Liquid, Russell2000, Safe, Own
TradingLiquidity 1.00;1000000;N/A;N/A 0.00, 0.05, 0.10, 0.50, 1.00, 1.50, 2.00, 2.50, 5.00, 7.50, 10, 15, 20, 25, 50, 75, 100, 250, 500, 1000, 5000, 10000, 100000, 1000000
HistoricalPrice 5.00;100;N/A;N/A 0.10, 0.25, 0.50, 0.75, 1.00, 1.25, 1.50, 1.75, 2.00, 2.50, 3.00, 5.00, 7.50, 10, 15, 20, 25, 30, 50, 75, 100, 125, 150, 200, 500, 750, 1000, 5000, 10000, 100000, 500000
AdjustedPrice 0.50;200;N/A;N/A 0.10, 0.25, 0.50, 0.75, 1.00, 1.50, 2.50, 5.00, 10.00, 15, 20, 25, 30, 50, 75, 100, 125, 150, 200, 500, 750, 1000, 5000, 10000, 100000, 500000
MARRatio N/A -10.00, -9.00, -8.00, -7.00, -6.00, -5.00, -4.00, -3.00, -2.00, -1.00, 0.00, 1.00, 2.00, 3.00, 4.00, 5.00, 6.00, 7.00, 8.00, 9.00, 10.00
Trend N/A -100%, -90%, -80%, -70%, -60%, -50%, -40%, -35%, -30%, -25%, -20%, -15%, -10%, 0%, 10%, 15%, 20%, 25%, 30%, 35%, 40%, 50%, 60%, 70%, 80%, 90%, 100%
TrendPeriod N/A N/A, 1, 2, 4, 8, 13, 26, 52
Ranking Trend-reversing N/A, Trend-reversing, Trend-following
ShortCorrelation 13 N/A, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 26, 52
LongCorrelation 26 N/A, 2, 4, 6, 8, 10, 12, 14, 16, 18, 20, 22, 24, 26, 52, 104
Investment $48 $1, $6, $12, $24, $48, $100, $250, $500, $1000, $5000, $10000, $25000, $50000, $100000, $250000
PortfolioSize 12 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78, 79, 80, 81, 82, 83, 84, 85, 86, 87, 88, 89, 90, 91, 92, 93, 94, 95, 96, 97, 98, 99, 100, 125, 150, 175, 200, 250, 300, 400, 500, 1000, 2000, 4000
LongShort Long Long, Short, Long/short
AdaptiveStockCounting 0 0, 1
HoldingPeriod 13 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 26, 52, hold
ValidationPeriod 30 1, 5, 10, 20, 30
Timing 0 0, 1
TimingInvestementObjective MaxMAR N/A, MaxMAR, MinRisk, MaxProfits
InvestementObjective MaxMAR N/A, MaxMAR, MinRisk, MaxProfits
PriceWeighing Adjusted Adjusted, Historical
HedgePercentage 35% N/A, 0%, 20%, 25%, 30%, 35%, 40%, 50%, 60%, 75%, 90%, 100%
IncludeWeightingLargerThan 0.2 N/A, 0, 0.1, 0.2, 0.3, 0.4, 0.5
SetupPeriod 9 N/A, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 13, 26, 52
WeightInterval 1 N/A, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 13, 26, 52
OptimalizationTechnique LongThenShort N/A, LongThenShort, RankByRank
TransactionCosts $0.00 $0.00, $0.50, $4.00, $5.00, $7.50, $9.50, $12.00
LoanPercentage 0% 0%, 0.5%, 0.6%, 0.7%, 0.8%, 0.9%, 1%
DividendTax 15% 0%, 5%, 10%, 15%, 20%, 25%
RiskFreeRate 2.5% 0%, 0.5%, 1.0%, 1.5%, 2.0%, 2.5%, 3.0%, 3.5%, 4.0%, 4.5%, 5.0%, 5.5%, 6.0%, 6.5%, 7.0%, 7.5%, 8.0%, 8.5%, 9.0%, 9.5%, 10.0%
InitialMarginRequirement 50% 0%, 10%, 20%, 30%, 40%, 50%, 60%, 70%, 80%, 90%, 100%
ShareCollateral 90% 0%, 10%, 20%, 30%, 40%, 50%, 60%, 70%, 80%, 90%, 100%

Voorbeeld met standaardwaarden

LKEY=DUMMY-12345-ABCDE-FGHIJ-67890
EMAIL=user@example.com
LANG=NL
STLI=1;1.00;1000000;0;0
SHSP=1;5.00;100;0;0
SASP=1;0.50;200;0;0
SMAR=0;0;0;0;0
STRD=0;0;0;0;0;0
SRNK=1;1;13;26;0
RPFS=12
RHPD=13
RTRD=0;35
RPWT=0
ROWT=1;0;9;1;0.2;1
WLID=11
BROK=0.00;15;50;90;0;2.5
BINV=48000
BVAL=33280;44238;0;1
BTIM=0;0

As query string

id=dfm_preview5e91eab7ab8f0&LKEY=DUMMY-12345-ABCDE-FGHIJ-67890&EMAIL=user@example.com&LANG=NL&STLI=1;1.00;1000000;0;0&SHSP=1;5.00;100;0;0&SASP=1;0.50;200;0;0&SMAR=0;0;0;0;0&STRD=0;0;0;0;0;0&SRNK=1;1;13;26;0&RPFS=12&RHPD=13&RTRD=0;35&RPWT=0&ROWT=1;0;9;1;0.2;1&WLID=11&BROK=0.00;15;50;90;0;2.5&BINV=48000&BVAL=33280;44238;0;1&BTIM=0;0