The paper, BeatTheMarket.pdf. (172 KB)
Everything is described here. While this is a mathematical paper, it is
short (eleven pages including title page, tables, references, and several
pictures). Anyone should be able to get something out of it.
For best viewing, print it out.
The macro, TwoFundsOptimization.zip. (208 KB)
A zipped folder containing an Excel macro for doing the computations
described in the paper. The folder also contains quarterly return data for
several funds, instructions on how to get such data off of the Internet,
and the paper. Mac users may prefer to download TwoFundsOptimization.sit. (201 KB)