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Old 10-24-2007, 11:56 PM
DcifrThs DcifrThs is offline
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Join Date: Aug 2003
Location: Spewin them chips
Posts: 10,115
Default Re: 23 yo, My situation - looking for investment help

my current project is taking forever due to tons of data aggregation issues. i'll post it though when i'm done and i hope it will be a success.

what i can do right now though is tell you to go to your broker and allocate your account to these ticker symbols at these %s:

RYTTX 10.66%
RYVYX 8.90%
UNPIX 17.97%
GSP 22.29%
GSDAX 16.75%
VIPSX 23.44%

this portfolio gives you an expected excess return of 5.04% with an expected volatility (including the correlations of the funds to each other and their relative volatilities) of 11.20%. that is a sharpe ratio of .45, FAAARRR better than you can do without leverage (the leverage is embedded in RYTTX, RYVYX, and UNPIX)

hope this helps for now,
Barron

PS- those #s look precise but they don't have to be...i did this using my own logical assumptions backed by rigorous reading and testing but the optimization is simple. by that i mean that it isn't a die hard rule. you could fudge the #s a bit here and there if it makes it easier to allocate to or whatever and at worst end up with a .43 or .42 SR or something like that.
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