Bloomberg

Davy

Fri, Aug 24, 2007 2:36 PM

It looks very nice and is fast indeed,
I tried to build a gradient with 100.000 intervals,

it was build in no time.

Can this type of solution be converted to an overal gradient independent
of the direction and then be added to some library?  

Great work Tom and Dan,

Davy

One suggestion as to tentative expected return and risk is to use the
observed return and risk for some period of the past. I believe that
better methods, which take into account more information, can be found.
I believe that what is needed is essentially a "probabilistic"
reformulation of security analysis. I wi]l not pursue this subject here,
for this is "another story." It is a story of which I have read only the
first page of the first chapter.

"Markowitz"

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