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Re: Portfolio Construction



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VK wrote:
> I have seen markets being correlated for many years and then stopped
> the correlation. I believe the selection of markets should have some
> human logic and since numbers could give lead the wrong way. Best
> thing is to diversify over many markets.
> Since it seems that a lot of you also believe in diversification,
> portfolio level money management and position seizing, I am wondering
> how you handle this with TS effectively?


There have alway's been possibilities to do that.
rina is well known for its products but also
the guy's from www.traderssoft.com have 
developed a special program that can do
it in real time and backtest.

http://www.traderssoft.com/sys/rtpa/

Real time portfolio analyser.

Works with TradeStation, Metastock and Excel.
You can download a demo version there.


greetings