Markowitz Portfolio Simulator 01
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1
2 |ExSan| C++ |ExSan| MSVSC2022_V17_6.3@06.16-toolSet(v143)-
3 Wed Jul 12 08:07:41 2023
4
5
6 exsan.plusplus@gmail.com https://twitter.com/#!/ExSan_com
7 JOB: hft_0741
8
9 Clock now: 770151253980500 nanoseconds since boot
10 GLUTo Mon Jan 1, 2024
11 License Grant for: 165 days more
12 DBfile: stockDBfull.txt dbfileID: 0
13 StockCounterDB Number of files: 364
14
16 :409: 1 dbfileID: 7 stockDB15.txt
17 :410: 2 nTickRead: 9999
18 :411: 3 cols: 7
19 :416: 7 minDB: 2
20 Read From File myInvestment: 9668 Savings: 66
21
22 pp_lastIN 0 ppnt_time 1 ppnt_data 2
23 stockCounterDB: 364 mu: 0.33 Limit Trading / Savings: 10000 FactoRun: 2
24 ******************
25 <--------E-x-S-a-n---------->
26 Generate Exsan ( 365 , 366 )
27
28 Total Number of assets allocated: 364
29
30 PARAMETERS
31 Investment: 9668 min Inv/Stock: 50 # Ticks -cols-: 7 beta: 0.02 ep(little ball): 0.0001
32 HedgeBand 0.15055 <-- 0.6989 --> 0.84945 R( 0.34013 ; 0.45013 )r Lineal #Ticks: 3
33 Expected Return: 2.7 % minDB: 2 timesLapse: 1 timeZoomFactor: 1 retFactor: 0.1
34 Check Trigger Counter: 4 Number of times dice is thrown: 9999 EndLess: 0
35 Run: 3 onlyInteger 0 hedge: 1 ntNodes: 1 limitWeightFactor: 0.33 tickLimitToClear: 33
37 |<--------E-x-S-a-n---HFT------->|
38
Calculating Correlation in HFT (Low Latency Trading)
39 Question: Is it possible to calculate the correlation matrix if data is not
40 concurrent in time? i.e. tick by tick intra day data is asynchronous, volatile
41 in terms of occurrence and frequency in time. How?
42
43 (FROM NOW ON stock will be used only)
44 Let's say V is the VOLATILITY of an active/asset/stock
45 dV/dt and d2V/dt2 are stochastic t: time
46
47 In order to establish correlations a very innovative algorithm has been implemented
48 to select those entries that are closely concurrent on time. The algoritm is constantly
49 taking a snapshot of the data market uploaded to ExSan, it uses datum.time_stamp
50 to descriminates those stocks that can be used to configure an "instant portfolio".
51 SysTr_TimeAlgorithSelection_002.txt
52
53
54
55
56 1906250000 nanoseconds since thread start-up
57 :1611: ExSan Frame ready for Volatily dependent selection DB Counter: 1 pp: 9
58 WORKSHEET 9 I[268, 7] FLOAT
59 A B C D E F G
60 >-------------------------------------------------<
61 6 0.00 EFP 1: 35.08 34.96 34.89 34.99 35.20 35.67 23.15
62 9 0.00 FTR 2:113.54 116.03 119.28 119.40 116.91 115.78 113.79
63 7 0.00 ANUL 3: 11.26 11.39 11.09 10.39 10.62 10.26 10.11
64 4 0.00 YUMA 4:119.21 122.00 119.81 121.20 0.00 29.80 78.68
65 9 0.00 CSRP 5: 55.70 55.43 53.88 53.57 54.68 55.48 55.35
66 10 0.00 RAC 6: 38.44 38.08 37.92 38.29 38.17 37.92 37.54
67 4 0.00 XEAS 7: 81.80 77.00 76.00 78.00 0.00 20.45 53.99
68 9 0.00 XLFN 8: 90.28 91.04 89.37 90.79 91.54 93.11 90.03
69 9 0.00 COMP 9: 29.78 29.78 29.67 29.68 29.69 29.72 29.72
70 14 0.00 JNJ 10: 23.47 24.17 23.78 23.55 22.64 23.94 25.17
71 7 0.00 KH 11:242.80 240.20 241.00 243.00 239.40 238.20 238.60
72 5 0.00 GNTX 12: 10.66 10.75 10.58 10.85 10.79 2.66 7.03
73 6 0.00CGEMYi 13: 34.54 34.52 34.52 34.56 34.60 34.59 22.80
74 4 0.00 F 14: 10.85 10.63 10.37 10.32 0.00 2.71 7.16
75 4 0.00 MHRC 15: 8.20 8.30 8.40 8.35 0.00 2.05 5.41
76 11 0.00 VALE 16: 19.31 19.56 20.74 20.77 19.31 19.12 19.86
77 8 0.00 SRPT 17: 18.00 24.94 24.75 24.38 23.62 23.25 20.25
78 13 0.00 TPRS 18: 55.04 40.58 42.44 54.47 54.79 42.54 56.11
79 4 0.00 APTO 19: 7.75 7.56 7.40 7.01 0.00 1.94 5.12
80 9 0.00 MOCQ 20:154.45 156.11 164.60 163.77 157.09 160.85 157.42
81 8 0.00 GME 21: 8.75 8.89 9.09 9.04 9.03 8.80 8.60
82 10 0.00 V0 22: 93.89 94.26 94.03 95.36 94.62 94.45 93.94
83 5 0.00 ARNA 23: 14.50 14.40 15.20 14.50 15.10 3.62 9.57
84 7 0.00 PRAN 24: 10.50 10.32 10.38 10.26 10.20 10.02 9.90
85 12 0.00 OGOG 25:100.15 104.86 108.06 105.58 111.19 105.19 103.78
86 6 0.00 KSS 26: 29.69 29.59 28.48 27.85 28.43 27.53 19.60
87 8 0.00 BOOM 27: 33.02 32.07 31.60 29.75 31.29 31.52 32.51
88 13 0.00 AAL 28: 32.63 32.36 33.05 31.83 30.81 31.30 32.51
89 7 0.00 HLF 29: 8.44 8.52 8.54 8.50 8.49 8.46 8.49
90 4 0.00 SAO 30: 8.58 7.99 7.91 8.25 0.00 2.15 5.66
91 4 0.00 JCP 31: 12.36 12.78 12.19 11.77 0.00 3.09 8.16
92 4 0.00 UCO 32: 47.32 42.84 40.04 39.92 0.00 11.83 31.23
93 8 0.00 BMY 33: 30.90 30.79 29.87 29.96 29.75 30.34 31.04
94 6 0.00 FB 34: 24.53 23.94 24.25 24.16 24.66 24.88 16.19
95 12 0.00 SNJ 35: 13.56 13.49 13.62 13.45 13.64 13.68 13.55
96 3 0.00 HHM 36: 7.24 7.27 7.22 0.00 0.00 1.81 4.78
97 5 0.00 SSS 37: 8.39 8.41 8.68 8.67 8.52 2.10 5.54
98 7 0.00 RTF 38: 11.99 11.85 12.07 12.56 12.39 12.45 12.12
99 7 0.00 SNIK 39: 16.95 17.24 17.18 17.69 17.84 17.72 18.06
100 6 0.00 LAA 40: 53.98 53.45 53.07 53.06 53.36 54.12 35.63
101 8 0.00 TEM 41: 47.06 47.64 47.46 47.19 48.03 47.16 47.12
102 8 0.00 LULU 42: 79.13 75.18 75.26 76.05 74.72 76.50 78.24
103 9 0.00 VIX 43: 27.43 27.12 27.21 25.43 26.49 28.35 28.08
104 4 0.00 BLS 44: 60.99 60.97 61.23 61.02 0.00 15.25 40.25
105 5 0.00 SPUU 45: 27.20 26.07 26.19 26.59 26.55 6.80 17.95
106 7 0.00 DLOG 46: 80.52 82.00 80.30 80.39 81.26 80.98 82.68
107 7 0.00 GTN 47: 12.65 12.60 12.53 12.51 11.90 11.86 11.65
108 5 0.00 MON 48: 8.82 8.74 8.63 8.24 8.15 2.21 5.82
109 8 0.00 VRAC 49: 8.98 8.27 8.15 8.35 8.31 8.69 8.72
110 9 0.00 GSTA 50: 23.63 25.30 24.21 24.34 24.89 24.82 24.12
111 6 0.00 I0 51: 13.69 13.67 14.06 12.93 13.12 12.38 9.04
112 2 0.00 NFFD 52: 10.01 10.01 0.00 0.00 0.00 2.50 6.61
113 7 0.00 BTCi 53: 21.18 21.18 21.18 21.20 21.20 21.20 21.20
114 5 0.00 UCTT 54: 75.00 74.50 72.50 73.00 75.20 18.75 49.50
115 7 0.00 QDEL 55: 17.98 18.83 18.51 17.86 17.37 17.87 18.27
116 6 0.00 EMG 56: 11.57 10.75 10.47 11.73 11.82 12.69 7.64
117 6 0.00 DEM 57: 54.24 53.93 53.59 54.40 55.33 54.26 35.80
118 8 0.00 MOX 58: 82.30 83.97 83.78 82.79 82.57 82.09 81.49
119 5 0.00 IBM 59:141.27 142.30 141.84 142.21 141.31 35.32 93.24
120 11 0.00 IJD 60: 21.78 21.81 21.90 21.70 21.87 21.81 21.81
121 8 0.00 XNT 61: 30.48 30.56 30.61 31.02 30.78 30.68 30.83
122 8 0.00 TTCU 62:124.30 112.00 114.50 119.30 121.00 123.90 127.50
123 6 0.00KIGRYi 63: 10.70 10.69 10.69 10.68 10.70 10.66 7.06
124 5 0.00 KTIM 64: 9.30 9.20 9.65 9.30 9.40 2.33 6.14
125 8 0.00 MCDR 65:201.50 197.00 196.50 195.50 197.50 196.00 201.00
126 7 0.00 XOM 66: 24.93 24.54 24.56 24.28 23.47 23.79 23.01
127 7 0.00 FOC 67: 78.04 77.92 76.92 78.28 79.79 79.51 79.92
128 5 0.00 MU 68: 88.00 90.75 92.56 89.00 89.31 22.00 58.08
129 13 0.00 EGLE 69: 19.14 18.73 18.78 18.15 17.48 17.32 20.38
130 9 0.00 IDXG 70: 8.81 8.74 8.43 8.69 8.86 8.58 8.69
131 8 0.00 CLFi 71: 88.85 90.47 90.42 89.20 89.17 89.10 88.95
132 6 0.00 XLV 72: 27.02 26.75 27.25 27.41 27.00 27.52 17.83
133 9 0.00 PFE 73: 21.97 22.14 21.34 21.57 21.67 21.94 21.54
134 1 0.00 HSKA 74: 7.68 0.00 0.00 0.00 0.00 1.92 5.07
135 12 0.00 LF 75: 51.24 52.15 53.44 53.21 53.13 49.90 50.48
136 6 0.00 CAB 76: 15.89 15.84 15.67 15.87 15.95 16.14 10.49
137 12 0.00 CVS 77: 10.20 10.28 10.08 10.25 10.18 10.21 10.16
138 10 0.00 BBY 78: 24.74 24.98 23.92 25.15 25.11 23.95 24.19
139 7 0.00 KRM 79: 71.84 70.96 70.54 70.72 70.87 71.25 71.03
140 7 0.00 CAMP 80: 8.50 7.72 7.88 9.00 9.28 9.25 8.38
141 9 0.00 AMCSA 81: 17.20 17.27 16.94 16.88 16.96 16.90 17.02
142 6 0.00 BOX 82: 16.69 16.33 15.42 14.45 14.06 14.01 11.02
143 8 0.00 ARAC 83: 14.76 16.59 16.03 16.21 15.03 14.55 14.70
144 9 0.00 XCT 84: 52.42 52.67 50.23 50.18 50.37 51.42 51.87
145 6 0.00 XXV 85: 74.56 75.36 73.20 74.16 76.32 81.32 49.21
146 9 0.00 HK 86: 10.24 10.35 10.04 10.01 9.96 10.13 10.01
147 8 0.00 BHI 87: 46.05 47.95 47.78 47.48 46.82 46.95 47.20
148 5 0.00 YNDX 88: 21.27 20.94 21.50 21.57 21.71 5.32 14.04
149 5 0.00 ALV 89: 49.24 49.38 49.05 48.23 51.51 12.31 32.50
150 10 0.00 IVE 90: 47.30 47.40 47.25 47.25 47.20 47.40 47.25
151 5 0.00 ATLU 91:237.12 237.32 233.15 230.45 232.92 59.28 156.50
152 7 0.00 XON 92: 28.37 37.30 33.53 34.11 32.39 28.40 28.64
153 7 0.00 MPW 93:194.90 193.40 192.10 193.60 196.90 193.00 195.30
154 7 0.00 XTKM 94:189.17 191.85 191.94 194.08 194.32 199.56 206.62
155 9 0.00 XIBN 95: 48.19 47.25 47.07 47.79 47.73 47.37 46.83
156 5 0.00 XDNY 96: 23.74 24.17 24.34 24.66 24.49 5.93 15.67
157 8 0.00 YMB 97: 60.16 60.10 60.47 60.92 60.55 60.81 60.09
158 11 0.00 MET 98: 10.12 11.00 10.89 10.70 9.78 9.82 9.74
159 5 0.00 AAPL 99: 19.22 18.11 18.05 16.49 17.30 4.80 12.68
160 7 0.00 XUBS 100: 56.10 56.03 55.75 56.14 56.45 57.00 56.32
161 9 0.00 GERN 101: 10.78 11.49 11.33 11.62 11.96 11.58 10.85
162 5 0.00 CTHN 102: 24.89 24.81 25.06 25.10 24.10 6.22 16.43
163 5 0.00 DXCN 103: 11.68 12.45 12.06 11.28 10.99 2.92 7.71
164 14 0.00 SASXE 104: 45.80 45.96 45.00 43.40 42.79 42.49 42.75
165 7 0.00 PTIE 105: 37.69 37.16 36.55 35.49 34.88 36.31 35.61
166 7 0.00 UONE 106: 13.96 13.88 13.33 13.46 13.40 13.83 14.21
167 4 0.00 NIKK 107: 13.26 13.31 13.18 13.17 0.00 3.32 8.75
168 4 0.00 JNS 108: 10.50 10.36 10.72 11.04 0.00 2.62 6.93
169 6 0.00 GLW 109: 24.39 25.36 26.72 26.14 23.06 21.81 16.10
170 1 0.00 BRLC 110: 19.01 0.00 0.00 0.00 0.00 4.75 12.55
171 7 0.00 CORT 111: 41.40 40.00 39.70 42.00 39.40 47.40 41.90
172 5 0.00 ULTA 112: 15.74 15.38 14.92 14.75 14.76 3.94 10.39
173 6 0.00 TNX 113: 56.26 55.89 55.43 54.39 55.13 55.22 37.13
174 7 0.00 NTG 114: 15.80 15.95 16.15 16.50 14.85 12.80 12.60
175 6 0.00 CVX 115: 15.85 16.63 16.66 16.78 16.88 16.63 10.46
176 8 0.00 NOX 116: 22.07 23.16 22.35 22.65 22.02 21.96 21.82
177 9 0.00 EPE 117:103.19 103.29 101.61 102.37 102.28 102.07 102.72
178 7 0.00 EG 118: 29.80 29.87 29.68 29.62 29.44 29.72 29.62
179 4 0.00 AMRN 119:129.00 130.60 130.00 126.50 0.00 32.25 85.14
180 6 0.00 TIF 120: 27.87 28.51 28.90 28.20 27.66 27.43 18.39
181 5 0.00 GFSi 121: 48.96 49.02 49.09 49.10 49.06 12.24 32.31
182 3 0.00 SPIV 122: 13.98 13.87 13.80 0.00 0.00 3.50 9.23
183 6 0.00 GOH 123: 57.48 56.82 55.93 55.43 56.08 56.02 37.94
184 9 0.00 NHTA 124:114.64 108.55 118.90 118.17 116.89 115.86 113.96
185 4 0.00 KKIN 125: 22.60 22.64 22.66 22.51 0.00 5.65 14.91
186 4 0.00 NOM 126:113.67 114.16 113.89 113.83 0.00 28.42 75.02
187 8 0.00 I 127: 23.06 22.63 22.83 23.19 23.01 23.00 22.87
188 8 0.00 MKTX 128: 9.98 10.47 10.82 10.79 10.66 10.56 10.08
189 6 0.00 SSK 129: 36.47 36.35 35.57 35.52 35.35 36.10 24.07
190 3 0.00 ANRA 130: 15.30 15.70 15.50 0.00 0.00 3.83 10.10
191 9 0.00 NBIX 131: 38.75 37.56 39.00 35.00 38.50 36.44 35.50
192 3 0.00 RBNS 132: 36.51 36.94 36.50 0.00 0.00 9.13 24.10
193 6 0.00 CARA 133: 8.41 8.51 8.39 8.10 8.24 8.26 5.55
194 5 0.00 PM 134: 31.62 31.88 32.26 31.83 31.75 7.90 20.87
195 6 0.00 GOGO 135: 17.01 18.20 18.32 18.21 18.16 18.78 11.23
196 7 0.00 JNJ0 136:128.18 128.49 127.76 124.63 129.62 130.03 128.61
197 7 0.00 CAR 137: 17.30 17.67 18.60 18.41 19.06 19.90 19.43
198 10 0.00 NXST 138: 11.29 11.20 11.24 11.51 11.49 11.15 11.22
199 4 0.00 OGEN 139:318.00 310.00 320.00 304.00 0.00 79.50 209.88
200 4 0.00 IGC 140: 47.80 47.90 49.20 48.40 0.00 11.95 31.55
201 8 0.00 SHLD 141: 68.70 65.66 66.53 65.65 65.85 65.00 65.45
202 7 0.00 RDW 142: 18.18 18.36 18.16 17.60 17.87 17.42 17.34
203 5 0.00 ENVXi 143: 11.31 11.32 11.33 11.36 11.37 2.83 7.46
204 4 0.00 MOOB 144: 22.71 21.91 21.81 21.16 0.00 5.68 14.99
205 6 0.00 ELON 145:215.62 208.75 205.62 210.62 218.12 205.00 142.31
206 4 0.00 DMBA 146:199.58 195.59 194.32 194.91 0.00 49.90 131.72
207 4 0.00 ZPD 147:188.77 189.36 189.16 191.64 0.00 47.19 124.59
208 7 0.00 GE 148: 20.09 20.14 19.89 19.76 19.59 19.96 19.62
209 8 0.00 OIL 149: 56.11 52.53 53.09 54.33 54.54 56.01 56.41
210 7 0.00 ATTU 150:126.00 124.00 112.00 96.50 82.50 83.50 68.00
211 3 0.00 MBI 151:172.79 172.75 171.53 0.00 0.00 43.20 114.04
212 9 0.00 MP 152: 80.15 80.75 79.27 80.34 81.61 81.70 79.87
213 4 0.00 MSFT 153: 25.14 23.59 22.92 22.65 0.00 6.29 16.60
214 10 0.00 NBY 154: 26.00 25.25 23.75 21.50 22.50 23.00 22.25
215 6 0.00 LEDQ 155: 16.84 16.16 16.45 16.32 16.78 16.57 11.11
216 4 0.00 FOX 156: 13.20 13.05 13.08 13.33 0.00 3.30 8.71
217 6 0.00 XVC 157:115.91 117.24 120.67 118.94 118.85 118.14 76.50
218 4 0.00 ADVN 158: 59.36 58.18 58.56 58.41 0.00 14.84 39.18
219 9 0.00 VXX 159:119.76 118.48 123.56 127.20 132.04 132.92 123.24
220 3 0.00 YLN 160: 11.52 11.56 11.41 0.00 0.00 2.88 7.61
221 7 0.00 CARV 161:118.12 120.00 116.25 113.44 105.00 97.50 99.37
222 5 0.00 Xi 162: 19.92 19.93 19.95 19.92 19.89 4.98 13.15
223 5 0.00 HOG 163: 35.66 35.42 34.74 33.94 34.70 8.91 23.54
224 4 0.00 VLA 164:103.71 103.16 104.88 104.78 0.00 25.93 68.45
225 4 0.00FQVLFi 165: 15.98 16.04 16.03 16.11 0.00 3.99 10.54
226 13 0.00 TFSM 166: 54.04 53.86 54.63 54.70 53.91 53.63 50.17
227 7 0.00 SPY 167: 42.79 42.60 42.59 42.87 42.82 42.71 42.57
228 10 0.00 LIO 168: 22.84 22.92 22.78 23.11 22.89 22.90 22.78
229 9 0.00 FCTCJ 169: 12.67 12.45 12.35 12.37 12.50 12.61 12.77
230 8 0.00 IPGM 170: 90.24 94.83 93.84 93.07 92.83 92.16 91.31
231 5 0.00 EC 171: 19.32 19.31 18.66 18.72 19.34 4.83 12.75
232 6 0.00 DPZ 172: 8.66 8.70 8.70 8.75 8.88 9.01 5.72
233 6 0.00 SVC 173: 68.57 68.17 65.45 65.04 64.89 63.78 45.26
234 9 0.00 KORS 174: 26.10 26.56 26.45 26.00 26.20 26.42 26.14
235 3 0.00 SNBR 175: 14.15 13.82 13.51 0.00 0.00 3.54 9.34
236 5 0.00 MGAMi 176: 10.58 10.64 10.54 10.89 10.60 2.64 6.98
237 9 0.00 GNU 177: 22.61 22.60 22.93 22.91 22.62 22.56 22.09
238 7 0.00 CLRB 178: 26.32 28.15 26.93 27.54 22.95 20.81 20.20
239 6 0.00 PEP 179: 55.35 55.24 55.06 54.51 54.49 54.74 36.53
240 5 0.00 GETYi 180: 22.90 22.76 22.90 23.17 23.19 5.72 15.11
241 5 0.00 UNAM 181: 14.87 15.18 15.09 15.00 15.06 3.72 9.81
242 8 0.00 COF 182: 48.76 48.40 48.24 48.16 49.86 49.46 49.05
243 8 0.00 CUDE 183: 13.43 13.12 13.13 13.37 13.28 13.29 13.38
244 4 0.00 V 184: 19.02 19.34 19.32 19.31 0.00 4.76 12.56
245 6 0.00 UM 185: 26.69 27.18 27.64 28.52 28.62 28.26 17.62
246 2 0.00 WPM 186: 8.96 9.41 0.00 0.00 0.00 2.24 5.91
247 6 0.00 CIXI 187: 76.06 75.54 74.42 74.62 73.97 74.34 50.20
248 3 0.00 WDR 188: 35.64 36.02 35.78 0.00 0.00 8.91 23.52
249 5 0.00 TUR 189:147.50 148.17 147.91 149.80 149.49 36.88 97.35
250 1 0.00 ELGE 190: 13.00 0.00 0.00 0.00 0.00 3.25 8.58
251 8 0.00 LPAA 191:153.87 153.93 155.45 153.18 152.76 153.67 153.61
252 3 0.00 SROK 192: 63.61 63.97 63.90 0.00 0.00 15.90 41.98
253 2 0.00 DFFN 193: 25.50 25.35 0.00 0.00 0.00 6.38 16.83
254 3 0.00 TBA 194: 53.81 54.45 54.26 0.00 0.00 13.45 35.52
255 9 0.00 JAZZ 195: 14.31 15.50 15.44 16.95 17.03 16.07 15.06
256 9 0.00 FIT 196:108.74 109.15 100.22 104.97 106.30 106.10 107.96
257 5 0.00 XIV 197: 13.45 14.64 13.31 14.78 13.16 3.36 8.88
258 4 0.00 FLH 198: 32.74 32.68 32.88 33.13 0.00 8.19 21.61
259 10 0.00 XOB 199: 20.23 19.86 20.63 22.16 21.20 20.37 20.50
260 5 0.00 HAL 200: 18.48 18.68 18.42 18.26 18.59 4.62 12.20
261 7 0.00 GTT 201: 36.85 36.75 35.30 34.95 36.30 36.45 35.35
262 6 0.00 UNG 202:195.20 194.88 193.60 187.52 186.24 177.28 128.83
263 6 0.00 HWJ 203: 46.75 47.04 47.17 47.65 46.69 45.45 30.85
264 7 0.00 AKS 204: 13.34 13.49 13.12 13.38 13.58 13.42 13.98
265 3 0.00 DAL 205: 7.12 7.04 7.62 0.00 0.00 1.78 4.70
266 4 0.00 NCXD 206:144.79 142.10 139.50 139.41 0.00 36.20 95.56
267 6 0.00 UPE 207: 35.74 34.90 34.64 33.99 34.00 33.81 23.59
268 4 0.00 MRK 208: 44.68 45.76 46.78 46.23 0.00 11.17 29.49
269 4 0.00 NVDA 209: 22.16 21.63 21.19 21.79 0.00 5.54 14.63
270 7 0.00 ULUL 210: 73.86 71.65 69.87 69.00 69.62 71.82 71.36
271 6 0.00 F0 211: 12.21 12.62 12.44 12.15 12.20 12.26 8.06
272 12 0.00 OPBC 212: 77.50 79.26 82.34 79.35 78.94 80.45 81.37
273 10 0.00 LAD 213: 39.49 37.43 36.70 39.38 39.26 40.24 38.85
274 6 0.00 T0 214: 41.14 41.24 40.57 40.74 40.37 40.91 27.15
275 3 0.00 LEDS 215: 38.20 36.80 36.90 0.00 0.00 9.55 25.21
276 10 0.00 ZZAJ 216:154.49 154.05 155.75 154.47 155.93 152.94 153.14
277 7 0.00 WLG 217: 31.44 31.40 31.52 31.33 31.23 31.25 30.92
278 9 0.00 SIRI 218: 49.22 51.21 51.39 51.27 50.78 52.59 52.29
279 6 0.00 EPU 219: 31.46 32.02 32.19 32.17 31.97 31.93 20.76
280 5 0.00 GLBS 220: 7.58 8.01 7.96 7.93 7.83 1.89 5.00
281 5 0.00 VVIX 221: 21.14 21.03 21.00 20.87 20.98 5.29 13.95
282 3 0.00 NO 222: 25.42 25.14 23.82 0.00 0.00 6.35 16.78
283 9 0.00 PMAC 223: 22.01 21.87 23.98 24.15 23.43 22.62 21.24
284 5 0.00 DAR 224: 7.07 7.01 7.19 7.02 7.10 1.77 4.67
285 8 0.00 T 225: 21.11 21.60 21.35 21.58 21.06 21.17 20.27
286 7 0.00 YBB 226: 47.23 47.14 47.51 47.41 47.09 46.86 46.84
287 4 0.00 LAH 227: 42.20 42.42 41.81 41.63 0.00 10.55 27.85
288 5 0.00 BF 228:192.94 193.28 193.99 191.78 187.67 48.24 127.34
289 7 0.00 NFLX 229: 26.48 26.37 25.72 26.24 25.75 25.69 25.10
290 7 0.00 IMUC 230: 90.00 88.00 88.40 94.80 94.00 92.00 88.80
291 7 0.00 AKSH 231: 96.15 98.25 93.61 91.70 90.20 89.85 94.58
292 3 0.00 EERT 232:340.45 342.95 336.65 0.00 0.00 85.11 224.70
293 6 0.00 IXIC 233: 47.98 46.10 47.12 48.65 49.41 49.63 31.67
294 7 0.00 NOVi 234: 14.53 14.55 14.57 14.58 14.60 14.60 14.61
295 5 0.00 RAP 235: 23.61 23.51 23.34 23.25 23.15 5.90 15.58
296 6 0.00 BTC 236: 7.15 7.42 8.40 8.80 8.50 8.30 4.72
297 5 0.00 ATHN 237: 56.25 57.90 55.15 56.20 53.10 14.06 37.12
298 4 0.00 XOF 238: 30.14 30.47 30.60 30.54 0.00 7.53 19.89
299 3 0.00 GOLD 239: 7.61 7.43 7.24 0.00 0.00 1.90 5.02
300 9 0.00 YPS 240: 59.20 59.83 58.90 59.38 59.39 59.26 59.25
301 2 0.00 LC 241: 73.97 73.45 0.00 0.00 0.00 18.49 48.82
302 4 0.00 YRT 242: 7.91 7.92 7.89 7.85 0.00 1.98 5.22
303 7 0.00 UUPS 243: 74.90 77.03 79.12 80.24 76.83 77.43 81.31
304 3 0.00 ASCMA 244: 23.89 25.29 25.35 0.00 0.00 5.97 15.77
305 8 0.00 BAC 245: 10.28 10.87 11.09 11.14 10.67 10.72 10.71
306 1 0.00 ABMD 246: 7.01 0.00 0.00 0.00 0.00 1.75 4.63
307 6 0.00 KTAP 247: 62.80 63.00 61.13 60.43 60.20 57.97 41.45
308 3 0.00 RUT 248: 54.03 54.28 54.26 0.00 0.00 13.51 35.66
309 2 0.00 DJI 249: 8.50 8.56 0.00 0.00 0.00 2.12 5.61
310 7 0.00 SLB 250: 27.66 26.95 26.62 26.71 26.77 27.14 27.90
311 6 0.00 TROC 251:166.80 182.00 179.40 174.30 181.30 179.50 110.09
312 3 0.00 WFT 252: 22.74 23.18 23.23 0.00 0.00 5.68 15.01
313 6 0.00 NEGA 253: 7.23 7.10 7.13 7.36 7.25 7.18 4.77
314 9 0.00 OAS 254: 32.00 32.05 32.06 31.86 32.00 30.99 31.96
315 8 0.00 NOG 255: 19.37 19.30 19.26 19.22 19.68 18.97 19.14
316 6 0.00 BSQR 256: 47.50 48.25 46.50 40.00 34.00 27.50 31.35
317 3 0.00 ABT 257: 8.13 7.98 8.10 0.00 0.00 2.03 5.36
318 5 0.00 TSXN 258: 69.30 69.45 69.60 70.78 70.88 17.32 45.74
319 3 0.00 EXSAS 259: 9.80 9.90 10.74 0.00 0.00 2.45 6.47
320 3 0.00 IIXR 260: 7.00 7.42 7.56 0.00 0.00 1.75 4.62
321 6 0.00 VLX 261:101.69 102.53 105.89 106.62 107.82 107.42 67.12
322 4 0.00 MANU 262: 16.67 16.95 17.49 16.89 0.00 4.17 11.00
323 6 0.00 CE 263: 22.60 22.31 22.49 22.10 21.63 21.78 14.92
324 3 0.00 GBR 264: 7.20 8.60 9.00 0.00 0.00 1.80 4.75
325 5 0.00 NGLA 265:258.37 264.23 262.42 254.76 254.38 64.59 170.52
326 2 0.00 RIBT 266: 18.00 20.00 0.00 0.00 0.00 4.50 11.88
327 4 0.00 INDIi 267: 7.00 7.02 7.03 7.04 0.00 1.75 4.62
328 4 0.00 XTNG 268: 17.33 17.25 17.19 16.95 0.00 4.33 11.44
329 <------------------------------------------------->
330 1 2 3 4 5 6 7
331
332
333
334 :3192: PORTFOLIO Selected Stocks ppDB
335 WORKSHEET 4 D[218, 7] FLOAT
336 A B C D E F G
337 >-------------------------------------------------<
338 11 138158685.71 PFE 73: 21.67 21.94 21.54 21.97 22.14 22.07 22.44
339 14 141537457.14 TFSM 166: 54.04 53.86 54.63 54.70 53.91 53.63 53.62
340 8 122100957.14 GETYi 180: 22.76 22.90 23.17 23.19 23.26 23.33 24.01
341 10 136486285.71 SIRI 218: 51.27 50.78 52.59 52.29 49.22 51.21 53.26
342 <------------------------------------------------->
343 1 2 3 4 5 6 7
344
345 :3266: NORMALIZED-SCALED Adding Up Weights: +Sum:0.90708631 -Sum: 0.00000000 +Sum - -Sum: 0.907086
346 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.90708631
347 -Sum: 0.00000000 +Sum - -Sum: 0.90708631 last col W, previous N
348 :3300: -----------------------------------------------
351 :3216: run: 3 counter: 2
353 :3500: deltaPrice = myInvestment - portfolioInvestment: 9668.00 - 6629.91 = 3038.09
354 :3501: Before if - Stock counter: 0 <---=> 2 <-: minDB
355 :3502: Not invested fraction %deltaPrice: 3038.09/ 9668.00 = -0.3142415
356
357
358 :3192: PORTFOLIO Selected Stocks ppDB
359 WORKSHEET 4 D[214, 7] FLOAT
360 A B C D E F G
361 >-------------------------------------------------<
362 12 109416057.14 SIRI 55: 52.53 51.87 51.46 48.85 48.73 46.44 44.15
363 12 95598971.43 MP 63: 81.99 80.81 81.51 81.87 80.44 80.10 81.20
364 8 119621328.57 Xi 126: 19.90 19.93 19.92 19.91 19.93 19.90 19.85
365 13 106917057.14 LAH 128: 42.86 41.89 41.82 41.44 40.91 41.15 41.97
366 11 112611271.43 OIL 188: 55.56 56.10 55.83 54.81 54.10 55.00 53.74
367 8 117213585.71 XLFN 214: 93.56 95.90 94.98 96.77 94.34 108.40 111.51
368 <------------------------------------------------->
369 1 2 3 4 5 6 7
370
371 :3266: NORMALIZED-SCALED Adding Up Weights: +Sum:0.99881754 -Sum: 0.00000000 +Sum - -Sum: 0.998817
372 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.99881754
373 -Sum: 0.00000000 +Sum - -Sum: 0.99881754 last col W, previous N
374
375
376 :3192: PORTFOLIO Selected Stocks ppDB
377 WORKSHEET 4 D[214, 7] FLOAT
378 A B C D E F G
379 >-------------------------------------------------<
380 12 114862657.14 SIRI 55: 52.53 51.87 51.46 48.85 48.73 46.44 44.15
381 12 101045571.43 MP 63: 81.99 80.81 81.51 81.87 80.44 80.10 81.20
382 8 125067928.57 Xi 126: 19.90 19.93 19.92 19.91 19.93 19.90 19.85
383 13 112363657.14 LAH 128: 42.86 41.89 41.82 41.44 40.91 41.15 41.97
384 11 118057871.43 OIL 188: 55.56 56.10 55.83 54.81 54.10 55.00 53.74
385 8 122660185.71 XLFN 214: 93.56 95.90 94.98 96.77 94.34 108.40 111.51
386 <------------------------------------------------->
387 1 2 3 4 5 6 7
388
389 :3266: NORMALIZED-SCALED Adding Up Weights: +Sum:0.99881754 -Sum: 0.00000000 +Sum - -Sum: 0.998817
390 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.99881754
391 -Sum: 0.00000000 +Sum - -Sum: 0.99881754 last col W, previous N
392
393
394 :3192: PORTFOLIO Selected Stocks ppDB
395 WORKSHEET 4 D[204, 7] FLOAT
396 A B C D E F G
397 >-------------------------------------------------<
398 10 447092942.86 T0 24: 40.75 40.82 40.86 40.75 40.57 40.40 40.50
399 9 318446085.71 ALV 78: 53.15 52.84 52.04 52.98 53.49 55.26 55.53
400 13 388360528.57 MANU 93: 18.35 18.66 18.72 18.71 18.54 18.51 18.82
401 8 409013285.71 AKS 154: 14.00 14.12 13.76 13.52 13.60 13.10 13.48
402 14 247558457.14 LEDQ 204: 15.22 15.05 14.16 13.87 15.25 15.18 14.99
403 <------------------------------------------------->
404 1 2 3 4 5 6 7
405
406 :3266: NORMALIZED-SCALED Adding Up Weights: +Sum:0.97345079 -Sum: 0.00000000 +Sum - -Sum: 0.973450
407 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.97345079
408 -Sum: 0.00000000 +Sum - -Sum: 0.97345079 last col W, previous N
409
410
411 :3192: PORTFOLIO Selected Stocks ppDB
412 WORKSHEET 4 D[204, 7] FLOAT
413 A B C D E F G
414 >-------------------------------------------------<
415 10 451767442.86 T0 24: 40.75 40.82 40.86 40.75 40.57 40.40 40.50
416 12 315609371.43 VRAC 49: 9.70 9.67 9.54 9.08 9.11 8.83 9.68
417 9 335262957.14 XXV 59: 80.28 82.08 87.92 89.40 98.04 103.76 106.12
418 9 323120585.71 ALV 78: 53.15 52.84 52.04 52.98 53.49 55.26 55.53
419 13 393035028.57 MANU 93: 18.35 18.66 18.72 18.71 18.54 18.51 18.82
420 8 413687785.71 AKS 154: 14.00 14.12 13.76 13.52 13.60 13.10 13.48
421 8 496921357.14 AAL 159: 31.64 32.18 31.69 32.35 33.02 31.16 32.38
422 8 373577457.14 SNJ 198: 13.69 14.19 14.40 14.34 14.37 14.28 14.49
423 14 252232957.14 LEDQ 204: 15.22 15.05 14.16 13.87 15.25 15.18 14.99
424 <------------------------------------------------->
425 1 2 3 4 5 6 7
426
427 :3266: NORMALIZED-SCALED Adding Up Weights: +Sum:0.97911065 -Sum: 0.00000000 +Sum - -Sum: 0.979110
428 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.97911065
429 -Sum: 0.00000000 +Sum - -Sum: 0.97911065 last col W, previous N
430 :3300: -----------------------------------------------
433 :3216: run: 3 counter: 4
435 :3500: deltaPrice = myInvestment - portfolioInvestment: 9668.00 - 3709.27 = 5958.73
436 :3501: Before if - Stock counter: 0 <---=> 2 <-: minDB
437 :3502: Not invested fraction %deltaPrice: 5958.73/ 9668.00 = -0.6163350
439 WORKSHEET 4 D[269, 7] FLOAT
440 A B C D E F G
441 >-------------------------------------------------<
442 12 45545800.00 BLS 1: 64.14 64.57 64.25 63.00 62.33 62.00 61.80
443 6 0.00 MHRC 2: 7.35 7.40 7.45 7.50 7.35 7.10 116.03
444 7 115313242.86 NTG 3: 11.35 11.20 10.90 10.85 11.00 10.90 11.40
445 7 86485114.29 ATLU 4:225.33 225.65 226.68 226.27 228.57 226.00 227.47
446 10 60405057.14 NOX 5: 24.25 25.67 24.14 23.62 19.56 19.44 19.36
447 12 88541757.14 XTNG 6: 17.06 17.44 17.27 17.43 17.45 17.50 17.72
448 8 82414585.71 HOG 7: 32.45 31.74 31.40 30.89 31.08 31.70 31.11
449 5 0.00 DAL 8: 7.92 7.76 7.73 7.58 7.15 90.28 91.04
450 10 97043400.00 NO 9: 22.83 22.78 21.81 20.94 21.13 21.16 20.87
451 6 0.00 TNX 10: 53.43 52.78 52.13 51.76 51.56 51.84 190.05
452 13 60625628.57 SASXE 11: 50.91 41.18 39.96 41.09 40.39 50.43 51.63
453 4 0.00 AKSH 12:101.64 101.02 101.17 100.73 189.10 193.30 187.60
454 8 97779100.00 AKS 13: 12.89 12.91 12.40 11.98 11.90 12.16 12.38
455 7 96429114.29 CARA 14: 7.88 7.92 7.97 8.16 8.37 8.35 8.03
456 8 72652328.57 YMB 15: 59.58 59.04 58.93 59.15 59.79 58.60 59.01
457 6 0.00 IIXR 16: 8.40 8.60 8.65 7.60 7.25 7.35 20.77
458 6 0.00 GNTX 17: 14.52 14.51 14.59 14.52 14.66 14.62 18.00
459 12 74023828.57 KKIN 18: 22.19 21.93 22.20 22.05 21.79 21.55 21.72
460 13 89455757.14 LEDQ 19: 16.96 17.52 17.58 17.04 15.95 16.58 17.31
461 5 0.00 UCTT 20: 82.50 81.40 78.90 81.00 80.40 20.82 20.48
462 12 54631271.43 LAH 21: 40.84 40.64 41.03 41.35 42.50 43.06 43.35
463 6 0.00 ASCMA 22: 20.48 20.35 20.60 19.58 20.00 19.36 20.37
464 8 66677885.71 ADVN 23: 52.92 53.91 53.22 52.67 52.40 53.02 52.48
465 6 0.00 UNAM 24: 14.72 14.94 15.00 14.98 15.04 15.05 40.50
466 13 58310914.29 ABT 25: 8.59 8.48 8.41 8.57 8.76 8.92 8.91
467 6 0.00 CIXI 26: 73.52 74.11 74.03 74.05 73.40 72.67 54.51
468 7 66726000.00 BF 27:183.76 183.20 184.32 186.64 186.99 185.53 182.66
469 7 129506171.43 IBM 28:151.09 149.81 149.00 149.23 149.16 150.28 150.05
470 9 46516228.57 CARV 29:101.25 99.37 103.12 100.31 98.44 101.25 97.50
471 5 0.00 XOB 30: 21.94 22.30 22.08 22.25 22.14 18.46 18.48
472 6 0.00 XVC 31:114.60 114.23 116.25 118.35 118.20 119.70 23.19
473 11 47988942.86 UUPS 32: 80.64 80.62 79.54 78.74 77.41 77.22 75.18
474 8 110460542.86 DMBA 33:192.92 179.48 181.07 179.59 171.37 176.71 176.00
475 10 56194328.57 MON 34: 10.28 10.17 10.26 10.13 10.39 10.45 10.56
476 7 120432042.86 COF 35: 52.11 52.13 52.69 50.73 50.34 50.63 49.99
477 2 0.00 RIBT 36: 18.00 16.00 49.82 41.30 41.62 49.29 41.89
478 5 0.00 CAB 37: 15.44 15.49 15.43 15.34 15.51 34.88 35.52
479 4 0.00 TBA 38: 53.39 53.03 53.25 53.31 11.64 12.19 13.15
480 12 57605014.29 UM 39: 25.80 26.04 26.12 25.58 25.70 25.18 25.15
481 4 0.00 DFFN 40: 27.75 26.25 28.50 29.10 9.97 10.06 10.14
482 4 0.00 TTCU 41:136.60 134.90 134.20 135.50 16.38 16.62 16.71
483 7 116888114.29 T 42: 20.82 21.20 21.53 21.26 21.25 21.41 21.67
484 10 72790828.57 XIBN 43: 47.47 45.67 45.36 43.97 42.49 43.95 44.23
485 11 70540085.71 KORS 44: 32.51 33.13 32.66 33.21 33.97 33.47 33.61
486 4 0.00 BTCi 45: 21.28 21.27 21.28 21.29 29.78 29.77 29.77
487 7 119454328.57 SRPT 46: 25.50 25.80 26.70 29.94 27.84 29.58 29.70
488 7 117945414.29 VLX 47:107.39 106.87 104.89 106.30 104.16 105.12 105.48
489 9 77300914.29 XXV 48: 97.08 96.68 88.68 88.60 90.72 92.92 92.96
490 5 0.00 IVE 49: 42.75 43.25 42.55 42.10 41.10 8.83 9.68
491 7 103735728.57 EGLE 50: 20.29 20.87 19.42 18.54 19.04 18.85 18.69
492 8 68876185.71 DAR 51: 7.55 7.71 7.77 7.73 7.74 7.78 7.81
493 9 98990271.43 XDNY 52: 23.36 23.14 23.10 23.63 23.28 23.70 23.19
494 5 0.00 TUR 53:150.93 150.20 150.51 149.75 150.27 21.27 21.28
495 6 0.00 FOX 54: 12.92 12.67 13.04 13.34 13.42 13.35 50.16
496 9 79505028.57 FOC 55: 81.57 80.38 82.31 83.06 85.58 84.68 82.67
497 10 69292828.57 PFE 56: 23.81 23.61 23.88 22.81 23.38 24.04 23.41
498 6 0.00 VALE 57: 20.05 20.73 20.59 20.53 20.52 20.36 23.01
499 12 98112885.71 QDEL 58: 17.12 17.19 18.15 17.56 17.55 17.64 17.61
500 16 43749800.00 TPRS 59: 48.96 51.47 34.19 51.94 34.05 34.36 34.06
501 7 87243314.29 BBY 60: 23.63 24.03 24.98 25.17 24.82 23.88 24.09
502 7 119071942.86 MCDR 61:204.50 207.00 198.50 200.50 206.00 207.00 207.50
503 5 0.00 PTIE 62: 37.12 39.00 38.35 38.02 37.12 13.20 124.00
504 6 0.00 XEAS 63: 88.00 91.60 93.80 91.00 88.80 94.20 82.00
505 9 100901785.71 HAL 64: 18.35 17.77 17.61 16.94 16.72 16.39 16.28
506 4 0.00 MET 65: 11.15 11.54 11.84 11.73 7.75 7.55 7.35
507 7 94089600.00 XCT 66: 52.94 52.97 54.95 55.02 54.90 55.03 55.05
508 9 83732900.00 V 67: 19.46 19.65 19.46 19.88 20.18 20.06 19.42
509 5 0.00 EXSAS 68: 12.51 11.32 11.15 12.55 11.71 8.28 8.50
510 7 94545414.29 GME 69: 7.70 7.69 7.85 7.86 7.81 7.76 7.78
511 13 64573842.86 UNG 70:191.36 195.20 192.00 198.72 203.84 204.80 199.68
512 3 0.00 VTVT 71: 7.15 7.19 7.06 45.95 44.66 44.23 44.25
513 5 0.00 OPBC 72: 81.92 79.62 79.81 80.43 77.83 14.98 14.94
514 14 35162842.86 MANU 73: 17.37 16.95 17.38 17.23 17.01 17.03 16.83
515 9 117872200.00 XUBS 74: 54.04 53.31 53.42 53.41 53.71 54.53 54.34
516 11 74354557.14 IXIC 75: 41.88 40.56 37.70 36.77 33.21 35.39 37.94
517 2 0.00 GBR 76: 8.00 7.00 92.00 90.80 90.40 91.20 94.40
518 4 0.00 IMUC 77: 98.00 94.80 95.60 96.00 47.68 47.88 49.96
519 8 129474500.00 YNDX 78: 21.30 21.60 23.26 23.19 23.13 23.14 23.95
520 7 77284628.57 YLN 79: 11.39 11.42 11.38 11.39 11.33 11.35 11.42
521 11 66614614.29 LAD 80: 34.55 37.62 37.86 37.97 37.40 37.33 37.34
522 7 87048271.43 NCXD 81:142.80 141.99 146.06 144.38 144.40 142.22 141.59
523 10 54935871.43 BMY 82: 30.41 30.86 30.47 29.80 29.13 29.76 30.38
524 6 0.00 VXX 83:128.96 121.68 123.52 120.76 117.04 114.96 22.40
525 7 106142428.57 KTAP 84: 56.30 56.93 56.00 56.50 56.20 56.37 56.10
526 7 99760585.71 BOOM 85: 34.05 36.12 35.17 35.03 33.57 34.35 34.79
527 5 0.00 ENVXi 86: 11.39 11.39 11.38 11.38 11.39 83.38 83.00
528 7 78811514.29 HWJ 87: 44.70 44.57 43.58 42.74 42.93 41.70 42.16
529 6 0.00 EG 88: 29.80 29.86 30.00 30.12 30.19 29.81 11.40
530 7 119238014.29 XLV 89: 27.12 26.84 27.19 27.27 27.84 27.80 27.47
531 16 45311300.00 AMRN 90: 91.80 95.30 98.60 94.60 99.40 95.80 87.50
532 5 0.00 DJI 91: 8.44 8.53 8.45 8.50 8.28 201.92 200.64
533 6 0.00 TEM 92: 48.19 48.43 47.37 47.48 47.03 45.68 28.64
534 5 0.00 GERN 93: 12.10 12.24 11.53 11.81 11.69 18.51 18.82
535 8 118480314.29 CLFi 94: 88.15 88.12 88.40 87.65 87.70 87.55 87.20
536 7 109547257.14 F 95: 10.70 10.88 10.77 10.84 11.14 11.33 11.39
537 4 0.00 EC 96: 18.88 18.92 19.24 19.16 7.04 7.04 0.00
538 7 98304985.71 DPZ 97: 8.83 8.70 8.62 8.41 8.45 8.38 8.23
539 12 87929942.86 KH 98:225.20 227.60 228.20 231.40 229.60 231.20 232.20
540 7 84688814.29 MOX 99: 79.47 79.59 78.82 78.29 79.16 78.04 78.02
541 10 35110157.14 BTC 100: 28.92 23.95 14.65 18.55 19.84 19.28 19.49
542 2 0.00 IPGM 101: 86.04 86.31 11.27 11.57 11.65 11.56 11.12
543 6 0.00 MKTX 102: 11.62 11.60 11.34 11.15 11.27 11.01 29.85
544 5 0.00 BHI 103: 50.43 50.05 48.04 47.18 46.69 10.78 11.27
545 3 0.00 NFFD 104: 10.01 10.01 10.01 7.56 7.74 7.49 42.75
546 5 0.00 LPAA 105:155.70 156.10 153.95 152.63 153.36 142.42 140.13
547 11 75016985.71 FCTCJ 106: 12.42 12.75 12.21 12.85 12.83 13.00 12.81
548 8 93843414.29 NHTA 107: 96.39 96.95 96.20 94.74 93.05 93.83 97.22
549 9 99322457.14 I0 108: 9.30 9.31 9.19 9.07 9.11 8.41 7.08
550 9 101281014.29 FLH 109: 37.31 37.76 37.67 38.79 39.38 38.83 38.62
551 7 86223114.29 CORT 110: 39.50 39.10 41.50 44.50 39.30 42.50 43.60
552 3 0.00 SPIV 111: 12.99 13.01 13.08 100.43 100.58 102.05 103.14
553 6 0.00 GOGO 112: 18.10 17.58 17.04 16.77 16.74 17.44 110.79
554 7 111394971.43 ATTU 113: 51.50 44.75 46.50 47.00 56.25 54.00 54.25
555 6 0.00 UCO 114: 48.76 49.84 51.08 54.36 55.68 56.56 249.63
556 6 0.00 PEP 115: 53.08 53.29 52.41 52.83 52.39 53.23 0.00
557 1 0.00 ELGE 116: 13.00 72.43 71.52 72.64 72.03 72.92 73.10
558 16 46358871.43 HLF 117: 9.97 9.88 9.90 10.13 10.17 9.74 9.44
559 8 60122542.86 ARNA 118: 13.80 13.20 13.90 14.40 14.90 14.60 14.50
560 6 0.00 SSS 119: 8.57 8.61 8.66 8.37 8.48 8.28 8.87
561 4 0.00KIGRYi 120: 10.82 10.86 10.87 10.87 22.59 27.11 28.06
562 5 0.00 LC 121: 73.36 73.61 73.81 73.53 72.89 108.43 107.03
563 9 45944542.86 LEDS 122: 36.20 35.80 35.90 35.30 33.60 34.00 35.10
564 7 118860885.71 MU 123: 78.31 78.50 70.00 73.50 69.00 64.87 63.31
565 8 80866900.00 XON 124: 28.71 28.95 29.90 28.88 29.88 29.72 30.16
566 6 0.00 XNT 125: 28.44 28.23 28.73 28.71 28.52 28.95 13.15
567 5 0.00 SSK 126: 37.63 39.95 40.79 40.70 39.91 19.85 19.86
568 6 0.00 NIKK 127: 12.96 13.04 12.90 12.98 12.83 12.68 203.50
569 5 0.00 RTF 128: 12.21 12.43 12.92 12.91 13.74 41.15 41.97
570 10 73702328.57 LF 129: 69.63 71.01 72.63 73.53 75.02 74.36 74.23
571 6 0.00 CAR 130: 19.34 19.06 19.79 19.61 19.76 19.64 0.00
572 7 68859300.00 GTT 131: 32.40 32.55 33.00 32.85 33.10 33.75 33.60
573 9 88912328.57 EFP 132: 35.01 34.96 34.61 34.27 34.21 34.31 34.13
574 7 92462442.86 YRT 133: 7.74 7.75 7.71 7.81 7.78 7.66 7.62
575 7 83431900.00 WLG 134: 31.07 30.76 30.71 30.96 31.14 30.99 31.38
576 2 0.00 VVIX 135: 20.74 20.75 184.82 183.86 181.36 178.91 179.00
577 8 96538885.71 ULTA 136: 14.28 14.14 13.33 12.55 12.68 12.08 10.37
578 9 41114457.14 IGC 137: 31.00 27.00 26.40 31.90 31.10 30.50 30.60
579 9 79180985.71 SNJ 138: 14.26 14.18 14.24 14.38 14.21 14.33 14.34
580 7 101607985.71 F0 139: 11.90 12.03 12.10 12.04 12.27 12.41 12.29
581 2 0.00 APTO 140: 7.18 7.40 22.87 22.44 0.00 0.00 0.00
582 5 0.00 AMCSA 141: 16.13 15.64 15.04 15.44 15.36 12.33 12.17
583 7 82062071.43 ARAC 142: 16.30 16.40 16.65 15.84 16.49 15.32 14.18
584 7 89906100.00 YUMA 143:110.44 109.84 111.03 110.04 119.61 114.62 115.22
585 8 75826457.14 PRAN 144: 10.74 10.62 10.38 10.14 9.72 10.08 9.60
586 12 50714728.57 GE 145: 18.44 18.49 18.48 18.81 18.56 18.38 17.97
587 4 0.00 KTIM 146: 8.75 8.85 9.00 9.25 337.45 352.50 344.35
588 4 0.00 MGAMi 147: 9.80 10.20 10.29 10.00 35.84 34.82 35.18
589 5 0.00 SAO 148: 7.88 8.60 8.87 8.80 8.37 19.62 19.39
590 7 76721914.29 JNJ0 149:139.89 146.11 145.34 144.91 144.97 144.85 143.77
591 11 63607085.71 NGLA 150:233.47 234.95 238.98 235.57 235.94 202.98 201.75
592 4 0.00 MPW 151:197.90 190.20 189.40 165.90 61.41 60.49 60.42
593 10 79243071.43 UPE 152: 36.67 36.87 36.85 36.58 36.24 35.76 36.01
594 5 0.00 NBIX 153: 35.44 36.75 36.38 36.44 35.38 155.47 0.00
595 8 56600685.71 SPUU 154: 27.51 27.17 26.65 26.33 26.96 27.34 27.33
596 7 118874114.29 HK 155: 10.29 10.21 10.01 9.99 9.90 9.93 9.85
597 7 121024500.00 WDR 156: 35.24 35.25 36.56 36.49 36.95 37.25 36.83
598 8 103487171.43 EPE 157:103.42 103.23 103.21 103.56 103.20 103.70 103.66
599 8 68289914.29 Xi 158: 19.90 19.93 19.95 19.98 19.93 19.92 19.91
600 7 67300442.86 LIO 159: 23.64 23.48 23.60 23.90 23.70 23.79 24.19
601 9 59196928.57 YBB 160: 43.13 43.05 43.01 43.47 43.42 43.46 43.71
602 6 0.00 CUDE 161: 11.90 12.08 11.50 11.36 12.02 12.14 99.37
603 8 92149171.43 OGOG 162:115.58 113.75 112.98 113.20 112.18 112.23 110.55
604 5 0.00 SPY 163: 43.72 43.78 43.67 43.61 43.62 119.06 116.95
605 5 0.00 GFSi 164: 49.18 49.03 48.99 49.00 48.92 43.54 0.00
606 7 112923057.14 DEM 165: 50.45 50.84 49.30 49.71 48.62 48.88 43.20
607 6 0.00 BSQR 166: 24.00 24.75 23.88 22.75 24.00 24.75 53.62
608 10 66152800.00 XIV 167: 12.14 12.29 12.41 12.62 12.86 12.87 12.10
609 5 0.00 RUT 168: 49.02 50.06 49.78 50.02 49.95 100.31 95.62
610 4 0.00 PM 169: 32.12 31.85 32.26 32.42 15.06 14.94 14.79
611 2 0.00 GLBS 170: 7.54 7.53 320.00 318.00 304.00 290.00 300.00
612 4 0.00 CE 171: 21.68 21.57 21.37 21.42 31.28 31.11 31.03
613 8 83715742.86FQVLFi 172: 15.85 15.51 15.53 15.50 15.41 15.52 15.63
614 5 0.00 SROK 173: 67.20 68.14 67.04 67.27 66.96 13.85 14.59
615 9 55766500.00 ALV 174: 56.36 58.80 58.49 58.61 58.24 59.25 61.47
616 6 0.00 MOCQ 175:148.49 147.74 148.79 146.96 146.34 146.80 73.98
617 6 0.00 DLOG 176: 83.21 83.58 83.46 85.58 88.49 87.96 0.00
618 4 0.00 INDIi 177: 7.06 7.07 7.07 7.07 23.00 23.01 23.14
619 7 106539257.14 MP 178: 82.56 81.49 81.81 82.49 83.67 84.27 85.64
620 8 60852085.71 YPS 179: 60.21 60.14 59.86 60.05 60.10 60.61 60.89
621 6 0.00 CTHN 180: 23.73 23.83 23.49 24.41 24.74 24.93 28.76
622 8 71227442.86 KRM 181: 69.93 69.86 68.90 68.13 68.61 68.72 68.43
623 12 42033814.29 GSTA 182: 22.66 21.76 21.45 21.17 21.02 21.26 21.90
624 7 81262900.00 ZPD 183:179.35 182.28 177.91 179.56 183.85 185.95 182.98
625 4 0.00 BAC 184: 10.06 10.28 10.24 10.16 69.47 69.42 68.80
626 8 70826700.00 NXST 185: 10.11 10.56 10.64 10.57 10.73 10.82 10.85
627 8 56111457.14 I 186: 24.86 24.42 24.75 23.85 24.25 23.70 24.33
628 5 0.00 AAPL 187: 12.66 11.50 11.59 11.45 12.49 10.84 11.45
629 4 0.00 TREE 188: 8.43 8.15 8.25 8.21 55.00 53.74 52.93
630 5 0.00 TROC 189:184.50 182.00 177.50 177.20 177.60 13.00 13.15
631 6 0.00 TFSM 190: 53.70 53.84 53.51 53.33 53.00 51.87 17.90
632 6 0.00 XTKM 191:201.91 200.04 200.10 199.30 199.32 200.04 16.48
633 5 0.00 MBI 192:168.05 167.58 163.90 163.89 164.96 12.92 12.52
634 6 0.00 NOG 193: 19.22 18.67 19.33 20.78 22.07 22.75 16.47
635 6 0.00 VRAC 194: 9.72 9.45 10.01 10.33 10.44 10.69 51.49
636 7 97625000.00 ATHN 195: 54.26 52.61 53.31 54.00 53.37 53.00 56.20
637 13 44667657.14 RDW 196: 18.36 18.47 18.04 18.60 18.64 18.51 18.55
638 7 82134514.29 RAC 197: 35.99 34.90 36.59 36.23 35.06 33.46 32.69
639 7 84989871.43 CVX 198: 18.72 18.76 18.58 18.50 19.18 18.74 18.88
640 12 52438671.43 MSFT 199: 24.17 23.80 23.38 22.82 22.42 22.59 22.26
641 10 60848300.00 AAL 200: 32.52 32.02 32.30 32.39 33.85 33.95 34.02
642 8 64373928.57 XOF 201: 31.51 31.82 31.25 30.88 30.75 30.42 30.09
643 4 0.00 ANUL 202: 9.57 9.90 9.91 10.74 43.50 46.00 52.50
644 4 0.00 SVC 203: 67.39 67.43 67.73 68.11 175.54 175.18 172.83
645 8 74309814.29 PMAC 204: 22.40 22.48 22.22 22.01 21.76 21.70 21.62
646 7 46069085.71 JNS 205: 10.92 11.28 11.21 11.25 11.32 11.00 11.07
647 11 49327757.14 OAS 206: 31.80 33.15 34.52 34.58 35.76 35.00 35.29
648 9 63043757.14 CSRP 207: 51.55 52.10 52.27 51.83 51.98 52.70 52.79
649 5 0.00 VIX 208: 29.91 29.78 30.96 31.93 32.84 159.48 154.26
650 7 85822185.71 V0 209: 91.18 91.33 91.08 91.01 91.17 91.70 91.52
651 4 0.00 CLRB 210: 20.50 21.42 20.20 18.97 69.62 71.82 71.36
652 8 55065814.29 TIF 211: 26.09 25.34 25.55 24.54 25.41 24.59 26.42
653 5 0.00 UONE 212: 16.25 15.17 15.33 15.00 15.04 13.91 78.94
654 6 0.00 LAA 213: 51.46 51.55 50.95 50.75 49.97 48.25 36.70
655 4 0.00 WFT 214: 22.25 21.86 22.95 22.98 108.40 111.51 110.42
656 5 0.00 SLB 215: 26.19 26.64 26.19 26.71 27.06 31.32 32.28
657 2 0.00 CVS 216: 9.12 9.41 21.99 21.86 21.84 22.05 22.09
658 7 102008057.14 TSXN 217: 71.92 73.80 73.21 72.46 73.31 73.03 73.33
659 6 0.00 XAVN 218: 8.34 8.31 7.96 8.18 7.79 7.50 32.70
660 5 0.00 NVDA 219: 19.01 18.15 17.77 16.64 16.76 92.30 91.81
661 10 70802900.00 GETYi 220: 23.99 23.85 23.82 23.86 23.47 23.06 23.06
662 8 87513900.00 T0 221: 40.30 41.06 40.84 40.95 40.71 40.08 39.59
663 8 75381871.43CGEMYi 222: 34.36 34.31 34.34 34.30 34.33 34.32 34.33
664 6 0.00 GOH 223: 59.61 60.57 61.06 60.08 60.59 60.18 21.87
665 7 71119914.29 NFLX 224: 26.43 26.01 26.28 26.68 26.15 30.12 31.14
666 7 74245042.86 MRK 225: 40.21 41.14 40.12 40.92 40.70 40.64 39.28
667 4 0.00 SNIK 226: 18.10 18.26 18.74 18.45 59.93 60.50 60.72
668 3 0.00 NBY 227: 21.75 22.25 21.50 8.35 8.26 0.00 0.00
669 7 92465271.43 GLW 228: 22.99 21.79 18.90 19.85 19.34 19.28 18.70
670 4 0.00 SHLD 229: 69.13 68.92 71.72 72.01 17.93 17.80 18.48
671 8 61249400.00 FTR 230:135.62 133.50 134.12 138.99 137.37 137.24 136.49
672 6 0.00 DXCN 231: 11.70 11.57 11.38 11.33 11.09 11.35 94.58
673 7 90754328.57 EMG 232: 13.31 13.83 12.25 11.88 11.80 12.02 13.49
674 5 0.00 MOOB 233: 21.61 21.21 21.16 21.11 21.36 49.63 0.00
675 5 0.00 RBNS 234: 34.94 34.37 34.01 35.15 34.79 7.23 7.79
676 8 44865128.57 NOVi 235: 14.60 14.59 14.61 14.60 14.60 14.58 14.57
677 5 0.00 JNJ 236: 25.94 27.10 26.87 26.41 26.58 8.30 8.43
678 8 59082200.00 CAMP 237: 12.50 13.56 12.69 13.25 13.31 14.50 13.69
679 4 0.00 JAZZ 238: 14.70 14.80 14.81 14.25 14.09 13.90 14.03
680 6 0.00 EERT 239:334.70 325.60 312.65 308.90 315.05 311.25 0.00
681 4 0.00 FIT 240:107.90 106.91 105.30 105.99 22.18 21.27 21.40
682 8 61428200.00 NOM 241:111.22 110.19 109.95 110.79 111.38 111.54 111.46
683 6 0.00 JCP 242: 13.35 13.39 13.42 12.95 13.19 12.94 52.67
684 2 0.00 SIRI 243: 40.41 48.72 79.12 80.24 76.83 77.43 81.31
685 1 0.00 BRLC 244: 19.01 11.20 11.32 11.85 12.03 12.29 12.37
686 2 0.00 ANRA 245: 18.60 18.20 52.72 52.76 53.40 52.86 10.28
687 5 0.00 OIL 246: 52.38 52.64 52.20 51.38 52.45 19.13 0.00
688 8 55079800.00 EPU 247: 33.59 33.31 33.55 34.24 34.58 34.78 34.73
689 5 0.00 HHM 248: 7.26 7.31 7.53 7.51 7.52 42.24 0.00
690 4 0.00 SNBR 249: 14.63 14.67 15.05 15.32 35.37 35.73 0.00
691 1 0.00 GNU 250: 22.24 44.20 44.30 36.50 39.90 37.90 27.90
692 5 0.00 ELON 251:176.25 165.62 174.38 169.38 168.12 179.50 0.00
693 5 0.00 GTN 252: 12.16 12.05 12.25 12.17 11.83 0.00 0.00
694 5 0.00 GOLD 253: 7.24 7.13 7.14 7.31 7.06 56.31 55.37
695 13 33054585.71 IJD 254: 21.83 21.80 21.71 21.61 21.51 21.58 21.61
696 7 62981057.14 FB 255: 25.80 25.81 25.91 26.28 26.32 26.65 26.18
697 6 0.00 VLA 256:102.77 104.24 104.09 105.15 104.70 105.02 27.00
698 7 87422828.57 RAP 257: 18.27 18.55 18.66 18.71 19.20 19.10 18.68
699 5 0.00 XOM 258: 23.19 23.55 23.38 23.53 23.36 69.55 0.00
700 3 0.00 XLFN 259:109.65 106.98 102.68 117.56 117.58 117.04 116.42
701 7 54225557.14 COMP 260: 29.77 29.76 29.75 29.75 29.76 29.77 29.77
702 2 0.00 KSS 261: 26.85 27.58 20.05 20.18 107.82 107.42 0.00
703 3 0.00 OGEN 262:310.00 300.00 308.00 7.16 16.48 0.00 0.00
704 2 0.00 LULU 263: 89.84 89.05 7.30 7.31 7.49 7.65 21.07
705 2 0.00 BOX 264: 13.01 13.46 235.00 234.00 235.80 229.20 0.00
706 2 0.00 IDXG 265: 8.98 9.07 31.21 31.57 31.78 0.00 0.00
707 5 0.00 ULUL 266: 72.32 71.48 68.14 68.75 67.24 23.10 0.00
708 5 0.00 ZZAJ 267:152.25 151.08 149.96 149.97 151.22 83.83 85.66
709 1 0.00 ABMD 268: 7.15 36.86 36.81 16.95 16.74 0.00 0.00
710 1 0.00 AMD 269: 7.21 7.09 7.05 0.00 0.00 0.00 0.00
711 <------------------------------------------------->
712 1 2 3 4 5 6 7
713
714
715
716 :3192: PORTFOLIO Selected Stocks ppDB
717 WORKSHEET 4 D[174, 7] FLOAT
718 A B C D E F G
719 >-------------------------------------------------<
720 14 154036285.71 UM 39: 26.12 25.58 25.70 25.18 25.15 25.38 25.64
721 20 103090314.29 HLF 117: 10.17 9.74 9.44 9.48 9.44 9.34 9.40
722 12 132445000.00 LEDS 122: 35.30 33.60 34.00 35.10 34.10 33.00 29.90
723 14 140963814.29 GE 145: 18.48 18.81 18.56 18.38 17.97 18.28 18.44
724 11 155290014.29 ALV 174: 58.49 58.61 58.24 59.25 61.47 61.53 62.81
725 <------------------------------------------------->
726 1 2 3 4 5 6 7
727
728 :3266: NORMALIZED-SCALED Adding Up Weights: +Sum:0.73191965 -Sum: 0.00000000 +Sum - -Sum: 0.731919
729 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.73191965
730 -Sum: 0.00000000 +Sum - -Sum: 0.73191965 last col W, previous N
731
732
733 :3192: PORTFOLIO Selected Stocks ppDB
734 WORKSHEET 4 D[230, 7] FLOAT
735 A B C D E F G
736 >-------------------------------------------------<
737 13 279692028.57 MON 34: 10.13 10.39 10.45 10.56 10.67 10.08 9.98
738 13 274563785.71 LEDS 122: 33.60 34.00 35.10 34.10 33.00 29.90 29.60
739 11 270088185.71 TIF 211: 24.54 25.41 24.59 26.42 26.04 24.86 24.68
740 12 277569885.71 FTR 230:137.37 137.24 136.49 136.12 137.37 138.99 140.74
741 <------------------------------------------------->
742 1 2 3 4 5 6 7
743
745 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.75801538
746 -Sum: -0.19826366 +Sum - -Sum: 0.95627904 last col W, previous N
747
748
749 :3192: PORTFOLIO Selected Stocks ppDB
750 WORKSHEET 4 D[230, 7] FLOAT
751 A B C D E F G
752 >-------------------------------------------------<
753 13 283943928.57 MON 34: 10.13 10.39 10.45 10.56 10.67 10.08 9.98
754 13 278815685.71 LEDS 122: 33.60 34.00 35.10 34.10 33.00 29.90 29.60
755 11 274340085.71 TIF 211: 24.54 25.41 24.59 26.42 26.04 24.86 24.68
756 12 281821785.71 FTR 230:137.37 137.24 136.49 136.12 137.37 138.99 140.74
757 <------------------------------------------------->
758 1 2 3 4 5 6 7
759
761 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.75801538
762 -Sum: -0.19826366 +Sum - -Sum: 0.95627904 last col W, previous N
763
764
765 :3192: PORTFOLIO Selected Stocks ppDB
766 WORKSHEET 4 D[230, 7] FLOAT
767 A B C D E F G
768 >-------------------------------------------------<
769 13 286728428.57 MON 34: 10.13 10.39 10.45 10.56 10.67 10.08 9.98
770 13 281600185.71 LEDS 122: 33.60 34.00 35.10 34.10 33.00 29.90 29.60
771 11 277124585.71 TIF 211: 24.54 25.41 24.59 26.42 26.04 24.86 24.68
772 12 284606285.71 FTR 230:137.37 137.24 136.49 136.12 137.37 138.99 140.74
773 <------------------------------------------------->
774 1 2 3 4 5 6 7
775
777 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.75801538
778 -Sum: -0.19826366 +Sum - -Sum: 0.95627904 last col W, previous N
779
780
781 :3192: PORTFOLIO Selected Stocks ppDB
782 WORKSHEET 4 D[230, 7] FLOAT
783 A B C D E F G
784 >-------------------------------------------------<
785 13 289280328.57 MON 34: 10.13 10.39 10.45 10.56 10.67 10.08 9.98
786 13 284152085.71 LEDS 122: 33.60 34.00 35.10 34.10 33.00 29.90 29.60
787 11 279676485.71 TIF 211: 24.54 25.41 24.59 26.42 26.04 24.86 24.68
788 12 287158185.71 FTR 230:137.37 137.24 136.49 136.12 137.37 138.99 140.74
789 <------------------------------------------------->
790 1 2 3 4 5 6 7
791
793 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.75801538
794 -Sum: -0.19826366 +Sum - -Sum: 0.95627904 last col W, previous N
795
796
797 :3192: PORTFOLIO Selected Stocks ppDB
798 WORKSHEET 4 D[230, 7] FLOAT
799 A B C D E F G
800 >-------------------------------------------------<
801 13 291878028.57 MON 34: 10.13 10.39 10.45 10.56 10.67 10.08 9.98
802 13 286749785.71 LEDS 122: 33.60 34.00 35.10 34.10 33.00 29.90 29.60
803 9 295928928.57 BSQR 166: 23.88 22.75 24.00 24.75 27.00 34.50 32.00
804 11 282274185.71 TIF 211: 24.54 25.41 24.59 26.42 26.04 24.86 24.68
805 12 289755885.71 FTR 230:137.37 137.24 136.49 136.12 137.37 138.99 140.74
806 <------------------------------------------------->
807 1 2 3 4 5 6 7
808
810 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.73471307
811 -Sum: -0.17815815 +Sum - -Sum: 0.91287121 last col W, previous N
812
813
814 :3192: PORTFOLIO Selected Stocks ppDB
815 WORKSHEET 4 D[230, 7] FLOAT
816 A B C D E F G
817 >-------------------------------------------------<
818 13 295210228.57 MON 34: 10.13 10.39 10.45 10.56 10.67 10.08 9.98
819 10 275593828.57 MOX 99: 78.29 79.16 78.04 78.02 77.47 77.22 76.17
820 13 290081985.71 LEDS 122: 33.60 34.00 35.10 34.10 33.00 29.90 29.60
821 9 299261128.57 BSQR 166: 23.88 22.75 24.00 24.75 27.00 34.50 32.00
822 11 285606385.71 TIF 211: 24.54 25.41 24.59 26.42 26.04 24.86 24.68
823 12 293088085.71 FTR 230:137.37 137.24 136.49 136.12 137.37 138.99 140.74
824 <------------------------------------------------->
825 1 2 3 4 5 6 7
826
828 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.68861415
829 -Sum: -0.25678124 +Sum - -Sum: 0.94539540 last col W, previous N
830
831
832 :3192: PORTFOLIO Selected Stocks ppDB
833 WORKSHEET 4 D[263, 7] FLOAT
834 A B C D E F G
835 >-------------------------------------------------<
836 19 390215471.43 SASXE 11: 51.63 59.12 40.52 38.69 58.45 57.40 37.87
837 10 477115642.86 FOX 54: 13.34 13.42 13.35 13.51 13.39 13.36 13.63
838 10 445343700.00 NVDA 219: 16.64 16.76 16.90 16.40 16.28 16.58 16.36
839 11 468523928.57 VLA 256:104.70 105.02 104.61 105.31 105.60 105.62 105.87
840 7 476132714.29 LULU 263: 89.84 89.05 89.13 90.94 93.49 92.08 91.51
841 <------------------------------------------------->
842 1 2 3 4 5 6 7
843
844 :3266: NORMALIZED-SCALED Adding Up Weights: +Sum:0.88798112 -Sum: 0.00000000 +Sum - -Sum: 0.887981
845 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.88798112
846 -Sum: 0.00000000 +Sum - -Sum: 0.88798112 last col W, previous N
847
848
849 :3192: PORTFOLIO Selected Stocks ppDB
850 WORKSHEET 4 D[263, 7] FLOAT
851 A B C D E F G
852 >-------------------------------------------------<
853 19 392906571.43 SASXE 11: 51.63 59.12 40.52 38.69 58.45 57.40 37.87
854 10 479806742.86 FOX 54: 13.34 13.42 13.35 13.51 13.39 13.36 13.63
855 10 448034800.00 NVDA 219: 16.64 16.76 16.90 16.40 16.28 16.58 16.36
856 11 471215028.57 VLA 256:104.70 105.02 104.61 105.31 105.60 105.62 105.87
857 7 478823814.29 LULU 263: 89.84 89.05 89.13 90.94 93.49 92.08 91.51
858 <------------------------------------------------->
859 1 2 3 4 5 6 7
860
861 :3266: NORMALIZED-SCALED Adding Up Weights: +Sum:0.88798112 -Sum: 0.00000000 +Sum - -Sum: 0.887981
862 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.88798112
863 -Sum: 0.00000000 +Sum - -Sum: 0.88798112 last col W, previous N
864
865
866 :3192: PORTFOLIO Selected Stocks ppDB
867 WORKSHEET 4 D[263, 7] FLOAT
868 A B C D E F G
869 >-------------------------------------------------<
870 19 395187171.43 SASXE 11: 51.63 59.12 40.52 38.69 58.45 57.40 37.87
871 10 482087342.86 FOX 54: 13.34 13.42 13.35 13.51 13.39 13.36 13.63
872 10 450315400.00 NVDA 219: 16.64 16.76 16.90 16.40 16.28 16.58 16.36
873 11 473495628.57 VLA 256:104.70 105.02 104.61 105.31 105.60 105.62 105.87
874 7 481104414.29 LULU 263: 89.84 89.05 89.13 90.94 93.49 92.08 91.51
875 <------------------------------------------------->
876 1 2 3 4 5 6 7
877
878 :3266: NORMALIZED-SCALED Adding Up Weights: +Sum:0.88798112 -Sum: 0.00000000 +Sum - -Sum: 0.887981
879 :3275: end normalizar el output °°° Adding Up Weights sum: 0.00000000 +Sum:0.88798112
880 -Sum: 0.00000000 +Sum - -Sum: 0.88798112 last col W, previous N
881
882 :4473: Normal exit geNSTOCKS:-> 0
883 :4642: ppFINAL DB Re-Arrenged (LINEAR) Input DB to determine Correlation - high Freq Simmmilar ppDB ... 364
884 WORKSHEET 4 D[229, 7] FLOAT
885 A B C D E F G
886 >---------------------------------------------------------------------
887 15 159421157.14 DPZ 97: 8.55 8.57 8.67 8.54 8.58 8.49 8.41
888 16 209795514.29 JNS 205: 11.42 11.44 11.40 10.90 10.72 11.00 10.93
889 19 182123771.43 NVDA 219: 16.54 17.86 17.30 17.94 17.80 17.13 17.14
890 11 191572500.00 SHLD 229: 72.77 74.79 77.06 80.00 77.54 76.40 82.27
891 <---------------------------------------------------------------------
892 1 2 3 4 5 6 7
893
894
895 :4484: Beep ExSan has been killed
896
897 ENDS hft_0741 Elapsed Time: 4.82 sec
898 Boost version: 1.82.0
899
900 EXIT FROM EXSAN
Warning No C C
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I have coded Markowitz Portfolio in C++, Output is shown and is verified solution of the Sys Eq. Is this a valid solution? since each W_i >1, How to interpret the results?, I have this case
I have run hundreds of times this simmulation of Markowitz portfolio and this eventuatllity is frequent! What is going on, any idea? I am trying to verify the solution; I traverse the first row from left to right and the solution col from top to bottom, and do the corresponding multiplication to verify the solution, the expected value is zero but it does happen only once in a while. My math precision is double for all operations, all my platform is C/C++ , Object Oriented I guess a negative val of w_i corresponds to a short position
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