|
PureBytes Links
Trading Reference Links
|
Hello Gabriel,
My $0.02 worth is I that look for non-correlated MarketSystems.
--
Best regards,
Ross mail to: Ross.Bond@xxxxxxxxxx
Wednesday, January 28, 2004, 5:24:05 AM, you wrote:
GG> Hi All,
GG> Has anyone done any work with, or have a strong opinion about,
GG> correlations between commodities and/or correlations between strategies.
GG> Has anyone read anything, measured the effect of, or optimized
GG> portfolios so as to maximize negative correlation or construct the most
GG> efficient portfolio. I am obviously very new to this so any advice would
GG> be much appreciated.
GG> Gabriel
|