Quick Start Guide

Sample data has been pre-loaded to facilitate a quick start with the applet.

The only further input required to run an analysis is the specification of the economic conditions:

The share price sample data consists of four years of price data: 2003 – 2006, represented by 422 data points for each share. (This is an arbitrary representation and may vary according to data available, e.g. daily prices or weekly prices.)

An economic condition time-period is specified by reference to the data points, e.g. point 1 to point 211 represents the time-period from the beginning of 2003 to the end of 2004.


Thus, three economic condition time-periods can be specified:

It merely remains to click the 'Optimise' button to calculate the super-efficient portfolio: