Re: [amibroker] Portfolio Optimization

 

Thank you Aron!

I could retrieve the attached code but for the last few days Yahoo doesn't let me open messages for reading. All I see is the first line... but i think I see what you are doing and will try your code later. While not trying different ticker combinations it does help to sort them by some criteria - a good step forward.

Not sure yet if a combinatorial approach to portfolio building is practical. You method may well be a nice pre-processor.

Thanks again!
Herman

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Posted by: psytek@bell.net
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