jpb Veteran   Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI  User Profile | If you have access to the fund now, why wouldn't you just use it on OmniFunds? Why recreate the wheel? I think the ATM offering is for those who chose not to go the OmniFund route. Why is it so hard to duplicate? Here's the link to a first pass (without looking too closely at OmniFunds). Both Tom and I cheated by looking at the lists for our final results. And as Ed has said for years, lists make a difference. This is certainly true with the Resilient OmniFund. I don't have the official ATM version to compare that thread with what I did in my experiments. But in constructing my experiment, I found it difficult to manage allocations and vary the allocation. Yes, I found an approach to do that but it wasn't straight forward. List management and when to apply a specific list or effectively multiple lists also wasn't as straight forward. I may have over complicated it, but that's my nature. And as you pointed out, calendar management on when to run the analysis and when to close the position also is a challenge. I didn't solve that. The last area where I noticed differences that I don't know how I'd accomplish it with ATM is simply the adding or subtracting from a position without closing out the whole position. For instance, I observed OmniFunds decrease and increase the position for DOG without closing it completely and reopening the new position size. Having said this, I did notice an enhancement to PR2I that just came out with a new allocation setting for concurrent market states that may answer my allocation challenge, but I suspect it wouldn't resolve the full problem without an additional market state or two. | |
