Thursday, December 09, 2004

John Norstad

I have indeed found a great asset allocation calculator. It uses MPT and all the other modern models like Fama-French. It uses a huge database of expert analyst's estimates of correlations and expected returns and standard deviations and all the other information available on the entire planet. It uses the latest state-of-the-art neural network and artificial intelligence algorithms. It always produces extremely reasonable asset allocation percentages for any and all possible assets and asset classes. Anyone can easily use the calculator for free. It's called the market.

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