Conclusion: In/delivery heuristics (calculation method from version 4.2)

We therefore have a situation where method 1 produces unsatisfactory results for inbound deliveries and method 2 for outbound deliveries. However, in order to obtain plausible results in both cases, we use method 2 for grid points with inbound deliveries and method 1 for outbound deliveries. For E=0 , both methods provide the same result, so the performance is continuous in Edespite the case distinction.

Brief summary of the inbound/outbound heuristics:

In the case of deliveries, the time-weighted performance is "cum-EK-like". Please read the following section The "time-weighted cum equity" calculation method.