Is Modern Portfolio Theory Dead?

Discussions about Money Management and Risk Control.
DPH
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Post by DPH » Mon Jan 09, 2012 4:38 pm

I will post the correlations csv file if people are interested.
Very interested!

Also curious what you used to produced the "cool" animated graphic.....freeware? commercial product?

Thanks

stopsareforwimps
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Post by stopsareforwimps » Mon Jan 09, 2012 6:45 pm

DPH wrote:
I will post the correlations csv file if people are interested.
Very interested!

Also curious what you used to produced the "cool" animated graphic.....freeware? commercial product?

Thanks
Also eventhorizon asked the same question.
  • Generate csv file with a lisp program.
    Open csv file in OpenOffice.
    Use conditional formatting to make the squares different colors.
    Use a screen capture tool to capture the square per volatility range.
    Paste each image into GIMP as a layer.
    Use GIMP to convert the layered image to an animated gif.
Not something I would do every day. I was feeling sick yesterday and not up to anything demanding so I pottered around doing things like this.

There are programs that will take a set of images and produce an animation. eg ImageMagick http://www.tjhsst.edu/~dhyatt/supercomp/n401a.html

The correlations spreadsheet file is here https://docs.google.com/open?id=0B_hpow ... BlZWNmOGJj It is converted from Openoffice format so it may be a bit dodgy - let me know if you have problems. Also it is large so don't try and load it on a Windows 3.1 system with 4MB RAM.

babelproofreader
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Post by babelproofreader » Tue Jan 10, 2012 9:37 am

Open Office, GIMP and ImageMagick - good to see someone using and recommending free/open source software!

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