The return is not the problem. This risk part is something else. Because of the correlation between the items. And do not forget the saying : "Everything should be made as simple as possible, but no simpler."
Kind regards, Ton.
----- Original Message -----Sent: Monday, April 11, 2016 11:45 AMSubject: [amibroker] Re: Portfolio OptimizationThank 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
Posted by: "Ton Sieverding" <ton.sieverding@scarlet.be>
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Posted by: "Ton Sieverding" <ton.sieverding@scarlet.be>
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