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Messages - gstrubinsky

#1
Peer Lending Server / Historical Data
April 22, 2016, 11:00:00 PM
I loved the historical data since it would allow me to play with my filter parameters without finding out -the-expensive-way that the filter was no-good, but I don't seem to be able to find it.

The usual suspect would be the 'Completed Notes Only' in the filter definition screen. Then I re-load the data and there is no visible change. I downloaded the data provided by lending club into a database and it is VERY DIRTY! periods and commas are generously embedded into numbers so that the data can only be loaded as strings. It feels like someone typed the data manually in which does naturally make no sense with that amount of data. There will have been some manual work done on each loan, but the interest, the loan amount, the interest paid, should be represented as numeric value.

IF there is a way to explore different filter scenarios with clean(er) data and your system has those already, that would be grand. Either through your program's filters or exportable I would love to try 'playing' (since this is intended for REAL money investment, the term 'playing' is very loosely used) with different settings. This without having bound my -limited- financial resources  in trial-and- ERROR attempts would be absolutely grand!

Is there a way to get my virtual hands on this data through your system, and if there is, how would I do that. I see the problem of having millions of rows with a too wide filter on the historical data since 2007, but with a limit of returned rows or date limits or summarizing or in its simplest way refusal to deliver rows once the limit has been reached would probably work.

In any case, since it does not seem to return completed loans, what does  the  term   'Completed Notes Only' mean and most importantly can I see the success or failure in reaching a decent ROI through hind-sight = what-if scenarios = on historical data ?

with kind regards and very impressed
g strubinsky
#2
Peer Lending Server / setting distribution by grades
February 08, 2016, 11:00:00 PM
You can set the distribution by grades at Lending Club. I don't see how to set this vital feature in PLS. I sure want some 'd' grades but not 80% of my investment in 'D's. I would like to spread risk and profit to some semi-optimal distribution which I can fiddle with as I wise up.

I am pretty certain the PLS has this feature and I just did not find it.

How can I get there?

thank you in advance
g strubinsky
#3
Peer Lending Server / Model score
January 14, 2016, 11:00:00 PM
Looking at the parameters in the VM I see only 2 options on the 'preset filters': 'Socially Responsible' and 'Balanced ROI' and above those two option I read 'under construction'.

Where does the algorithms kick in and how can I see what parameters are after the feedback loop adapts. (Assuming that's what it does). The system buys only 0 or 1 notes. Never more. In 2 weeks I got around 25 notes @ 25 USD bought. With this speed it will take a long time to invest the 6.5k I deposited. If the algorithm selecrt well, I would not mind. I just wished there was some transparency about if I set a parameter wrong, or there are no more good options.

If there was a description about how the program decides, I would love to understand it (I have some statistical knowledge). But if it is 'the secret sauce' which should stay that way, I would understand.

Re understanding: 'Maximum notes per order' I understand that an order is the # of notes for the chosen lending application is, not per session / run. Correct? Then why do I set the investment amount per note.
What does 'filter max percent' mean?

Any insight would be appreciates

günter