Tuesday, February 08, 2011 1:23:53 PM
Spy Portfolio Results 2011 in Vortex AIM
[Remark 6] has no significance in this Table as it has eneterd the cell bij mistake.
See Post # 33671 for Parameter Settings based on an Optimization with Historical Prices for 11 year period 2000-2010.
http://investorshub.advfn.com/boards/read_msg.aspx?message_id=59317257
Active Portfolio Over-Lay Management will be executed at the time the price behaviour starts to deviate form the historical trading range. For this there is no fixed procedure. Parameters shall be adjusted as I see fit. If it seems appropriate this might be done using a new optimization with more recent historical data.
[Remark 6] has no significance in this Table as it has eneterd the cell bij mistake.
See Post # 33671 for Parameter Settings based on an Optimization with Historical Prices for 11 year period 2000-2010.
http://investorshub.advfn.com/boards/read_msg.aspx?message_id=59317257
Active Portfolio Over-Lay Management will be executed at the time the price behaviour starts to deviate form the historical trading range. For this there is no fixed procedure. Parameters shall be adjusted as I see fit. If it seems appropriate this might be done using a new optimization with more recent historical data.
Conrad Winkelman
What is Vortex AIMing? Look for my Vortex Discussion Forum:
http://investorshub.advfn.com/boards/board.asp?board_id=1341
Join the InvestorsHub Community
Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.
