Sorry for becoming a nit-picker :-)
The Topic if FIFO and FILO (or LiFO etc.)has come up various times here. I have also discussed it, and it in those discussions is became clear that for an particular equity the concept of FIFO and FILO simply can not apply. Any AIM Warehouse is like a swimming pool. . (as long as you do not buy shares and get the paper certificates!). The equity units are dumped in a pool and each lot becomes unidentifiable. All units are the same price. . .just like a bucket of water dumped in the ocean: molecules are not individually identifiable(unless future discoveries in quantum processes show that water molecules carry ID-tags).
All one can do is to look the first Trade size at portfolio set-up-time and consequently trade an identical number of units to sell off first or last, and then the SISO and SLISLO---->etc. will apply. . .unless of course you realise that the In-Out Schemes are Contrarien AIM Methods. The mains idea in AIM is to let the algorithm advise the trade size, and to deviate from it is CON-AIM.
Now, everybody here knows I am a proponent of deviating from the prime algorithm when ever I see fit to do that (and my advise to others is to do that too), so I am not all against SISO and SLISLO---->etc. in principle, if it is a profitable scheme.
My question is:
Is FIFO, SISO, TITO. . . . . or FILO, SISLO, TITLO. . .NINLO . .etc. actually advantageous?
What is the possible benefit of matching the quantity of a Sell to a quantity that was bought in a particular order?
That way the Sell Advice would simply be related to a Buy-Counter and the Buy-Quantity and the a price driven AIM Sell Advice would be superfluous.
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