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Selecting an OM for ABFT MP development tuning

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posted on 01.04.2021, 12:47 by Doug Butterworth, Rebecca A Rademeyer
An initial suggestion is put forward for an Operating Model (OM) to be used for development tuning. This is based on ordering median Br30 performance statistics for two CMPs applied to the 96 OMs of the interim grid of OMs. An OM is sought for which Br30 is near to the median value for all the OMs – this both for the Eastern and Western stocks, and for the two CMPs considered. The OM put forward on this basis is OM1.

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Department/Unit

Department of Mathematics and Applied Mathematics, University of Cape Town