different levels of static portfolios
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This spreadsheet forms part of additional material for the following book:
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Systematic Trading: A unique new method for designing trading and investing systems
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Written by Robert Carver 2015 (www.systematictrading.com). Published by Harriman House. ISBN 978-0-85719-445-9
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This spreadsheet is copyrighted, Robert Carver, 2015; under the GNU General public license (http://www.gnu.org/licenses/gpl.html). You may copy the sheet; and modify it providing you follow the guidelines in the license. In particular this front cover sheet must remain intact and unchanged. It is provided for personal educational purposes only. No warranty is included or implied. Nothing in this spreadsheet constitutes investment advice.
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Sheet name: Different levels of static portfolios (Chapter two)
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Instructions: The two sheets currently include the examples for level 1 and 2, and for level 3 and 4, as described in chapter two. Try playing with the values in the yellow boxes to get a feel for how the different levels work. Note both sheets have the same calculations so it does not matter which you experiment with.
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