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Replies to post #43 on AIM RE-bal

Replies to #43 on AIM RE-bal

karw

06/07/02 6:03 AM

#44 RE: 2mc #43

Hi Matt, those are the formulas I wrote down in my previous note. Instead of ACPS, I had total cost; and instead of CP I had current value. But of course this is the same when you divide out the number of shares.

So, yes indeed, these are the formulas that I use. This morning I had my first Buy transaction. I like to implement things in a real machine, because that somehow attaches my thinking and ideas. I think you can call the attachment 'greed'.

I published this on Lost Cowboys forum, the systematic investment forum. This system is not ReBal, it is not AIM. The handling of cash is similar to Synchrovest, 2nd gear. So I thought the discussion probably should be on that forum?

This formula set has some special features, which I want to feel-through and use to increase my understanding of the AIM algorithm. I sense deeper structures here.(And it is only up and down!)

Kind Regards, K