Writing a new paper

Now that I have a first pass at the ranking/quintile/state preference optimization working I am going to write up a small paper demonstrating how it works and comparing it to some of the other algorithms which I've been working on. It seems to have two advantages, diversification and stability/robustness to errors in the estimates. These are the areas I will touch on.

I've been wanting to start a new paper for awhile and now I have a topic. I'm still thinking about my big book of Asset Allocation, but that I never did get started on that because I found more interesting things