PureBytes Links
Trading Reference Links
|
Congragulations to Omega for creating what is possibly the WoRsT language manual that i have ever had the pleasure to read...
Does anyone know of a decent reference manual (& training manual) for this language ?
Is it just me or does the manual that comes with TS 4.0 a piece of dribble ?
Thanks,
MikeFrom ???@??? Mon Mar 30 07:03:03 1998
X-POP3-Rcpt: neal@xxxxxxxxx
Return-Path: <omega-list-request@xxxxxxxxxx>
Received: from mx2.eskimo.com (smartlst@xxxxxxxxxxxxxx [204.122.16.49])
by purebytes.com (8.8.4/8.8.4) with ESMTP
id EAA05494 for <neal@xxxxxxxxxxxxx>; Mon, 30 Mar 1998 04:05:05 -0800
Received: (from smartlst@xxxxxxxxx)
by mx2.eskimo.com (8.8.8/8.8.8) id EAA25302;
Mon, 30 Mar 1998 04:03:19 -0800 (PST)
Resent-Date: Mon, 30 Mar 1998 04:03:19 -0800 (PST)
From: PFein1503 <PFein1503@xxxxxxx>
Message-ID: <ab6ad2c.351f8979@xxxxxxx>
Date: Mon, 30 Mar 1998 07:00:55 EST
To: omega-list@xxxxxxxxxx
Mime-Version: 1.0
Subject: Diversification
Content-type: text/plain; charset=US-ASCII
Content-transfer-encoding: 7bit
X-Mailer: AOL 3.0.i for Mac sub 68
Resent-Message-ID: <"sFyn22.0.5B6.2eu7r"@mx2>
Resent-From: omega-list@xxxxxxxxxx
X-Mailing-List: <omega-list@xxxxxxxxxx> archive/latest/16637
X-Loop: omega-list@xxxxxxxxxx
Precedence: list
Resent-Sender: omega-list-request@xxxxxxxxxx
Hi everybody,
maybe someone on this list can provide some insight on a diversified portfolio
of commodities. From investment theory we know that holding a basket of
uncorrelated stocks/commodities is more efficient than holding a non-
diversified basket of stocks/commodities. The risk-reward relation is better.
How can you apply that to your personal investment policy?
Where does the effect of diversification start to decrease?
Can I deworsify my portfolio at some point?
Is trading 20 or 30 different commodities a well diversified approach?
Or does the historical correlation between commodities provide a better
estimate of how much and what kind of commodities I should use?
But when does an uncorrelated/correlated relationship between futures break
down?
I appreciate all the comments on this subject
Regards B.
|