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In a message dated 7/31/98 10:40:04 AM, hacker@xxxxxxxxxxxxxxx wrote:
<<"Is there some quantitative (not rule of thumb) formula I can use that,
given a range of mutual funds with known properties (bonds, cash, growth,
value, etc) will allow me to calculate the optimal balance given these
properties and some expected behavior in the market (projected interest
rates, overall price move, etc)???
Note this is not an attempt to predict the market but rather optimize the
return given some market expectation and level of risk. >>
I understand there is a commercial program written for Excel that might do
what you are looking for. Info is at http://www.pertac.com.
Chuck
traderclub.com
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