[amibroker] Re: Portfolio Optimization

 

Thank you Ton and Ara,

you gave me something to think about and start with. I agree we probably don't need an exhaustive approach, and a two or more step approach may be required.

Haven't used the new Matrices yet - will read up on what they can do. But I have a strong bias to simplicity :-)

Thank you. I will share if I come up with something that works.

Herman

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Posted by: psytek@bell.net
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