Hi Mike,

We are excited to hear you enjoyed the study!

1. That’s a great question. I can perform some studies to answer this question and get back to you (or publish another article to find an inflection point, if there is one). My guess is around 20–30 assets it will start to level off. This is only based on my quick estimations. 100 assets is certainly a lot and we wouldn’t be able to run this many right now. We will be able to give it a try when we have complete data for more than 100 assets.
2. We have considered the possibility, but unfortunately our servers wouldn’t be able to handle this frequency right now. It may be possible in the future, but with the pace at which we are growing we would need to spend all of our time adding new servers just to keep the service up.
3. This is definitely an interesting idea. I will also add this to my list of studies so I can publish something which details these findings as well.

We wrote all of our own code for the backtesting. (Minus the libraries for plotting and UI) We don’t outsource or contract any of our work. Thank you for all of the great suggestions and questions! We appreciate the support!

The Shrimpy Team