It’s after two o’clock in the morning so we’re going to keep this short, almost a note to ourselves.

We were just looking at a global research report from a major brokerage; it’s from September, and has been sitting in our “To Deal With” folder since then.

We were thinking about that firm’s approach to sector allocation and lit on this idea: Once we have completed crunching the numbers necessary to create our Globally Optimized^TM Capital Markets Index^TM (we have our custom optimizer software running on more machines than ever now), we will create a time-series index of optimal U.S.-sector allocations.

That type of problem will require a different approach than we designed into our global optimizer. It’s too late for us to focus right now, and this won’t be a priority for several months; but to paraphrase David St. Hubbins, the problem is not intractable. In fact it may require solving a smaller solution set, especially if the primary application were index arbitrage.

So we already know where to start… ♦