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Walter,
I am interested in the subjects you are discussing, but like others don't
have a clue as to what you are discussing. I have heard you try to explain
in the past these space age methods, but they are too abstract.
Could you possibly put together a "real" example of what you are doing step
by step. I'm not asking that you divulge secrets about your system, only the
methodology of what's involved. Maybe there is a good book that does this. I
am still clueless.
Real numbers would help (even if the resulting system does not make money).
I think you know what I mean.
I know that everyone is busy, but these "teaser" messages to the list imply
that you want others to enjoy what you are benefitting from.
Thanks
David
From: "Walter Lake" <wlake@xxxxxxxxx>
Reply-To: metastock@xxxxxxxxxxxxx
To: "Metastock bulletin board" <metastock@xxxxxxxxxxxxx>
Subject: efficient frontiers
Date: Tue, 8 Feb 2000 22:47:53 -0500
Hope that this helps. I never really understood this method of developing
risk-efficient portfolios.
http://www.datachimp.com/articles/risk/efficient_frontier.htm
there's also a simpler and easier to understand VBA coded "Chap09 for
Excel97.xls" which calculates efficient frontiers at
http://finance.wharton.upenn.edu/~benninga/mit.html
Don't forget to activate the solver.xla
Best regards
Walter
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