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I must have missed something. Where do I find A1Global?
Mark
----- Original Message -----
From: "Walter Lake" <wlake@xxxxxxxxx>
To: "Metastock bulletin board >" <metastock@xxxxxxxxxxxxx>
Sent: Tuesday, February 08, 2000 9:43 AM
Subject: portfolio analysis
> 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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