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Last Post 02 Aug 2017 07:01 PM by  timvdh
Considered Shares
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20 May 2017 10:22 AM
    Hi,
    I wonder, from what set of shares do you pick the shares for a portfolio?

    kind regards,
    Torsten


    New Member


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    13 Jun 2017 11:32 AM
    Hi Torsten,

    sorry for this late answer - the forum did not alert me as it should. The selection process ranks the top 1500 stocks worldwide - ordered by market capitalization. The capitalizations are used as probabilities, e.g. a stock with a capitalization of 1 billion USD will have 100% higher chance to be picked than a stock with a 500 million capitalization.

    You will therefore very likely find some blue ships in your generated portfolio. The market capitalization will be used for the random selection, but once a stock was selected, other factors (how volatile the stock is and how good the stock avoids risk in combination with the already selected stocks in the portfolio) will kick in and decide the weight of the stock (or maybe the stock will be removed again).

    I am preparing a public list of up-to-date weights so users can check which stocks will be picked with what probability.

    Thank you for asking! Cheers
    Tim


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    02 Aug 2017 07:01 PM
    The statistics are now available, check the announcement: http://www.aivest.com/Forums/aft/6
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