A.I.M. Users Bulletin Board

[karw]

The last formula was for a portfolio where each part has the same weight.

Assume N funds with SV1, SV2 ... SVN. (SV = stock value)
with weigths: W1, W2 ... WN

Then CV(j) = (W(j)* Sum(SV(j)))/ Sum(W(i))

Using similar mechanisms as in standard AIM: safe(0.1) and transaction value(0.05):
when a SV(j) > CV(j) + 0.15*CV(j) then sell 0.05*CV(j)
when a SV(j) < CV(j) - 0.15*CV(j) then buy 0.05*CV(j)

Kind Regards, K