Thank you for the quick reply. I increased the number of iterations to 100,000. Unfortunately the numbers still came out significantly different, they are as follows:
Product
Current
Theoretical Change
Optimal
Weighting
Units
Weighting
Units
Weighting
Units
MSFT
14.16%
1.00
-4.03%
-0.28
10.13%
0.72
IBM
44.52%
1.00
-13.97%
-0.31
30.55%
0.69
INTC
13.52%
1.00
-7.62%
-0.56
5.90%
0.44
SUNW
2.27%
1.00
5.99%
2.64
8.26%
3.64
AMZN
25.53%
1.00
19.62%
0.77
45.16%
1.77
100.00%
100.00%
Product
Current
Theoretical Change
Optimal
Weighting
Units
Weighting
Units
Weighting
Units
MSFT
14.16%
1.00
-3.78%
-0.27
10.38%
0.73
IBM
44.52%
1.00
-13.28%
-0.30
31.24%
0.70
INTC
13.52%
1.00
-2.36%
-0.17
11.16%
0.83
SUNW
2.27%
1.00
0.71%
0.31
2.98%
1.31
AMZN
25.53%
1.00
18.72%
0.73
44.25%
1.73
100.00%
100.00%
Am I still not doing enough, if so is there a recommended amount? Otherwise is there something else that I might be doing incorrectly?
