While expertGTC3’s calculations give due consideration to the assumption of normality and long term potential, it takes into account the fact that actual returns will be subject to economic forces that make it non-normal along the way.
Why expertGTC3 works?
expertGTC3’s D.O.R.A. is
a proprietary dynamic algorithm that searches for deviations from normality
and adjusts the optimized mix,
accordingly, along the way. It does this
with the use of proven actuarial techniques and
is unique in that it does not depend on forecasting
which security will have the highest return.
expertGTC3's rebalancing algorithm
is tested by going back in time to
to perform the optimization and then
moving forward in time to see how the
optimization results perform. This is
not a simulation but a true test of