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AW: Portfolio Construction



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Henri,

Thanks for pointing to another third party product to make TS a complete
product. Personally I allways found it very troubling to use another
product from another software company to get what I expect minimum from
a software. Thats why I tested RINA (too expensive for me at that time),
I also bought MSC Pro from Bill Brower to do MonteCarlo Simulation (cant
remember the price), I bought a softkey for my TS4 (300C$ and I only
used it for my personal computers), I ordered a book to learn
programming in EL, I ordered something like "tomorrows open"... and so
on. I think any one who ownes TS gets the picture. TS is such a good
selling product because so many other companies are selling add-ons for
it! Which reminds me of the many systems that I bought in TS code....

So coming back to the third party products, something I never liked
about it was that if something was NOT working it was always because of
the other product. I remember going back and forward jumping around,
using the different products trying to figure out things that have not
been figured out by the (ex)market leader! :)

I am glad that new companies are coming up and with the honest and open
minded support those trend leaders will eventually be recognized as the
standards.

vk





out that you would need to buy another product to 

||-----Ursprüngliche Nachricht-----
||Von: Henri Amand [mailto:h.amand@xxxxxxxxx] 
||Gesendet: Wednesday, January 28, 2004 7:23 PM
||An: omega-list
||Betreff: Re: Portfolio Construction
||
||
||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
||
||