Ozzyapeman, I might try a code example later this weekend if I get the domestics done.
Also once you produce the trade series matrix the maths needs to be altered to emulate different portfolios e.g. a balanced or fixed portfolio, so I might post an example of that also (the matrix product example I posted is for standardised eq curves). It looks like the consensus is to use the BT mode function. brian_z --- In [email protected], "ozzyapeman" <[EMAIL PROTECTED]> wrote: > > > Thanks Brian. Will take a look at that thread too. >
