Methods and apparatus are provided for investment which utilize knowledge
which predicts both financial instruments which are expected to outperform
their markets and financial instruments which are expected to underperform
their markets. By using this information as well as risk information a
portfolio is assembled which contains both long and short holdings. The
portfolio also uses leverage. The portfolio is managed so that loss
positions are aggressively harvested while still short term and gains are
held for the long term.
