Brian,
Regarding your detailed post on the subject ...
If you'd like, i can send you the code that addresses the daily
rebalancing issue that you bring up in your post. I would have never
considered it myself, but someone else did - luckily someone who is a
very capable programmer as well.
The person who wrote the code wishes to keep it off public boards for
whatever reason (mostly he doesn't want to entertain questions about
it). He has approved sharing it in a limited way privately.
Let me know if you'd like it and i'll send it as an e-mail attachment.
Tim
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