Dear All, I am trying to test an active asset allocation strategy versus a passive benchmark. This benchmark would be static and include various asset classes (e.g. 40% equities, 40% bonds, 10 % commodities, etc.).
Is it possbile to create such a benchmark in Amibroker? I saw in the archives a discussion back in 2006, where Tomasz was thinking about implementing something down these lines. Has such a function been added meanwhile? Or is there a work around to this? Any input highly appreciated Best regards, André ************************ DISCLAIMER ************************ This message is intended only for use by the person to whom it is addressed. It may contain information that is privileged and confidential. Its content does not constitute a formal commitment by Lombard Odier Darier Hentsch Group and any of its affiliates. If you are not the intended recipient of this message, kindly notify the sender immediately and destroy this message. Thank You. *****************************************************************
