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PureBytes Links
Trading Reference Links
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Thanks for your emails and workbook
Portfolio development is important. The "A1Global.xls" has some
sophisticated tools to develop and think about your portfolio. I found a
file called "Bef" that showed how it was used with stocks on the Korean
stock exchange, so you should have no trouble using it for the Swedish,
Spanish, Italian or Toronto stock exchange.
The Buttons on first tab "Program" give you access to some sophisticated
tools. The Markowitz Optimization is a Markowitz Mean-Variance Optimizer. I
don't know how to use the Efficiency Frontier. Will try to find you some
documentation.
The Sharpe Utility Maximization button is explained at Dr. Sharpe's web
site. The Multi-correlation button also includes ARCH modeling. Click the
radio button.
Run in your data ... set you risk levels (sigmas) and let it run. How hard
could that be <G>
Oh yes ... all of the VBA code is completely accessible. Nice stuff.
Best regards
Walter
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