Saturday, May 12, 2012

RJF IRA PSDS Scan Release R12.6.3


The PSDS scanner algorithm in Release R12.6.3 was upgraded to better image scans in general but especially scans that have the STD and PSR data computed using the portfolio covariance matrix for all the portfolios in the scan. The changes are basically refocusing the image for scans with and without covariance matrix data used to compute the STD and PSR for the cloud of portfolio points.

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