A.I.M. Users Bulletin Board

[Conrad]

Informational. . .In response to the recent discussions on finding an algorithm for SAFEs for an AIM portfolio, and in relation to various discussions I have held with Mark Hing of Automatic Investor(AI)years ago on creating an Optimisation Package for Vortex AIM, I have decided that making automatic systems for determining optimised Vortex AIM Parameter Sets is too difficult a task for us at this moment. Instead I now do the optimisation manually and frequently. At some point it may be changed to an automatic procedure.

My original idea for automatic optimisation was

1 Use a Data Set not to far into the past to the present and do the optimisations for the 6 Vortex AIM variables and find the best Optimisation in the Data Field(the absolute maximum);

2 Temper the optimised parameter set somewhat so that the future price behaviour need not be identical to the price behaviour used for the optimisation. . .It never will be identical anyway;

3 When the prices change significantly from the previous behaviour Shift the Optimisation Data Set to the new data points that have developed and remove an approximately similar number of data point from the beginning of the Data Set;

4 Redo the Optimisation and use the new Parameter Set after tempering the numbers again.

5 Redo this optimisation with the Data Point Shift towards the future each time the price behaviour changes significantly.

For Vortex AIM users that are interested in doing this themselves I will provide an Optimisation Kit based on my Vortex AIM Excel Program and an Instruction Brochure. For Investors that have no time to do this themselves I provide an Optimisation Serve for the Equity of their choice. These services obviously come at a reasonable price. Detailed information:

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