Monthly Archives: May 2014

Evaluating any P123 portfolio hedged with iM-Best(Short) Large-Cap.

Testing your favorite P123 or R2G model hedged with short models such as iM-Best(Short) is unfortunately not possible with the tools provided at P123. The P123 ‘books’ cannot cope with a model intended for hedging. To bridge this gap we designed a MS-excel spreadsheet which you can download here.
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With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
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