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Strategies & Market Trends : A.I.M Users Group Bulletin Board -- Ignore unavailable to you. Want to Upgrade?


To: Jack Jagernauth who wrote (11973)7/6/2000 8:02:09 AM
From: OldAIMGuy  Read Replies (2) | Respond to of 18928
 
Good morning Jack and Barry, Just to add to the confusion...

If one were to limit the maximum cash reserve on hand to 50% of the total value after any SALE, and use the 'vealie' concept to advance Portfolio Control there's a shift in both total return and in ROCAR.

I've not run the simulations, but I'd guess that the ROCAR's would flatten out. More later......

Best regards, Tom