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Dear All,
I am trying to test an active asset
allocation strategy versus a passive benchmark. This benchmark would be
static and include various asset classes (e.g. 40% equities, 40% bonds,
10 % commodities, etc.).
Is it possbile to create such a benchmark
in Amibroker? I saw in the archives a discussion back in 2006, where Tomasz
was thinking about implementing something down these lines. Has such a
function been added meanwhile? Or is there a work around to this?
Any input highly appreciated
Best regards,
André
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