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Stewart:
The problem with the Goldman Index is that they adjust it arbitrarily to suit
themselves.
Best,
Tim Morge
Stewart Taylor wrote:
>
> >What would the CRB be classified as?
>
> An index? It is heavily weighted toward grains but it has a very good
> neg.correlation with domestic interest rates. The Goldman Index is more
> weighed toward Oil and the JOC toward industrial metals.
>
> I'm not sure that I fully understand
> >the CRB, I know its a basket of items. I dont know the exact content but I
> >did once. I also wonder if it is weighted? And how would that effect the
> >over all performance of it? Maybe we could take the items that are in the
> >CRB and use them independently and assign the ranks and weightings
> >ourselves?
>
> Stewart Taylor
> Taylor Fixed Income Outlook
> Voice: 501-219-9774
> Fax: 501-228-0963
> E-Mail: staylor@xxxxxxx
> Web Site: http://www.cei.net/~staylor/
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