A.I.M. Users Bulletin Board

[macprogrammer]

>The concept involves splitting the Portfolio Control into three entities: 1) the Core Portfolio Control, 2) the Buy Portfolio Control, and 3) the Sell Portfolio Control.


I makes me think there should be one master algorithm tuned to very large market moves, like those on a 3 to 5 year basis which then sends a co-efficient to the regular AIM algorithm.

How to do this is a much more difficult question to answer. Because you'll always run into the same problem. When the bear market kicks in, how will either algorithm know in order to keep AIM from buying what it thinks are cheap shares, only to discover the market is headed much lower.



Ryan