Investigacion de Operaciones

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BRK AAPL AXP CPB DOW CL BRK 0.00311124 0.00032855 0.00870303 AAPL 0.00032855 0.00870303 0.00599316 0.01941415 AXP 0.00338292 0.00599316 0.01941415 0.00104442 0.00301406 CPB 0.00060058 0.00058539 0.00104442 0.00301406 0.00187307 0.02513685 DOW 0.00470256 0.00695041 0.01795224 0.00187307 0.02513685 0.00120742 CL 0.00044408 0.00036823 0.0010958 0.00066189 0.00120742 0.00196855 NKE 0.00142341 0.00225053 0.00380818 0.00070491 0.00595053 0.00100819 WAQ 0.00139282 0.00290174 0.00559677 0.00042257 0.00541559 0.00129515

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Transcript of Investigacion de Operaciones

BRK AAPL AXP CPB DOWBRK 0.003111240.000328550.00870303AAPL 0.000328550.008703030.005993160.01941415AXP 0.003382920.005993160.019414150.001044420.00301406CPB 0.000600580.000585390.001044420.003014060.00187307DOW 0.004702560.006950410.017952240.001873070.02513685CL 0.000444080.00036823 0.00109580.000661890.00120742NKE 0.001423410.002250530.003808180.000704910.00595053WAQ 0.001392820.002901740.005596770.000422570.00541559CL NKE WAQ0.025136850.001207420.001968550.001968550.001008190.001968550.001008190.001968550.003149280.001295150.00314928 0.0077214BRK AAPL AXP CPB DOWBRK 1AAPL 0.06313875 1AXP 0.435276390.46106399 1CPB 0.196122210.114296140.13653413 1DOW 0.531755480.469915660.812650790.21519036 1CL 0.179442330.088963250.177254910.271730210.17164387NKE 0.320267280.302761860.343011920.161141770.47103251WAQ 0.284171090.353977450.457119520.087594650.38872473CL NKE WAQ10.28517978 10.332199240.44979365 11 2 3 4 5BRK AAPL AXP CPB DOW12/1/2015 177160 560.09 89.19 43.3 44.611/1/2015 174750 556.07 85.8 38.73 38.7810/1/2015 172994 519.67 81.8 42.57 39.199/1/2015 170410 473.98 75.29 40.4 38.138/1/2015 167050 484.39 71.69 42.85 36.847/1/2015 173900 446.95 73.55 46.44 34.516/1/2015 168600 391.64 74.31 44.16 31.685/1/2015 171300 444.19 75.25 42.21 33.614/1/2015 159000 434.45 68 45.76 33.073/1/2015 156280 434.33 66.85 44.72 31.052/1/2015 152600 433.09 61.59 40.58 30.631/1/2015 145875 444.33 58.28 36.19 31.0912/1/2014 134060 519.13 56.76 34.4 31.2211/1/2014 131916 570.94 55.2 35.66 28.8610/1/2014 129505 578.09 55.27 34.22 28.019/1/2014 132700 647.79 55.96 33.51 27.698/1/2014 126560 645.99 57.37 33.82 27.727/1/2014 127445 590.55 56.79 31.86 27.226/1/2014 124945 564.67 57.09 31.84 29.795/1/2014 118850 558.61 54.76 30.24 29.074/1/2014 120800 564.67 59.05 32.27 31.713/1/2014 121900 558.61 56.55 32.02 32.432/1/2014 117934 534.49 51.69 32.52 31.141/1/2014 117925 443.37 49.01 29.98 31.1412/1/2013 114755 391.6 45.93 32.44 26.7311/1/2013 118500 363.55 46.78 30.57 25.5310/1/2013 116950 391.38 49.29 31.18 25.699/1/2013 106800 365.7 45.54 30.08 20.68/1/2013 109759 372.1 49.2 29.62 25.967/1/2013 111500 377.56 48.52 30.71 31.616/1/2013 116105 324.5 50.23 31.64 32.845/1/2013 118775 336.32 49.86 32.02 32.734/1/2013 124750 335.54 47.42 30.95 37.123/1/2013 125700 336.98 49.5 30.25 34.22/1/2013 131300 341.52 41.93 30.75 33.531/1/2013 122425 326.09 41.75 31.29 32.0112/1/2012 120450 311.89 41.14 31.75 30.8911/1/2012 120200 300.65 41.42 30.71 28.0110/1/2012 119300 291.02 39.74 32.84 27.79/1/2012 124500 274.35 40.09 32.14 24.678/1/2012 118675 235.06 39.03 32.5 21.777/1/2012 117600 248.74 42.58 32.28 24.426/1/2012 120000 243.71 37.07 32.97 27.195/1/2012 105210 248.38 37.8 32.93 23.94/1/2012 115325 252.45 43.8 32.99 27.183/1/2012 123800 227.72 39.18 31.54 25.22/1/2012 115800 197.85 36.31 29.51 25.031/1/2012 114600 185.7 35.61 29.31 23.9512/1/2011 99800 203.76 36.15 29.92 24.0211/1/2011 100600 193.29 39.88 30.71 24.4210/1/2011 99000 182.26 32.8 27.38 20.649/1/2011 101000 179.22 31.91 28.43 22.928/1/2011 100850 162.64 31.67 27.33 18.67/1/2011 97000 157.98 26.53 27.04 18.56/1/2011 90000 137.72 21.76 25.42 14.15/1/2011 91600 131.32 23.1 23.95 15.34/1/2011 94000 121.67 23.44 22.22 13.853/1/2011 86700 101.64 12.5 23.43 7.32/1/2011 78600 86.35 11.06 22.92 6.11/1/2011 89502 87.15 15.34 26.01 9.8712/1/2010 96600 82.53 16.87 25.7 12.8511/1/2010 104000 89.6 21.2 27.21 15.4610/1/2010 115490 104.03 25.01 32.22 22.239/1/2010 130600 109.9 32.05 32.56 26.488/1/2010 116600 163.92 35.9 31.05 28.17/1/2010 114450 153.69 33.58 30.69 27.426/1/2010 120750 161.9 33.93 28.04 28.745/1/2010 134650 182.5 41.75 28.06 32.884/1/2010 133850 168.19 43.25 29.17 32.683/1/2010 133400 138.75 39.23 28.27 29.992/1/2010 140000 120.88 37.95 26.89 30.331/1/2010 136000 130.88 44.08 26.28 31.16 7 8CL NKE WAQ65.37 78.16 57.4365.81 78.89 59.264.73 75.52 58.9358.98 72.41 53.5257.46 62.62 47.8259.55 62.52 49.6756.65 63.27 43.6957.2 61.26 47.2159.04 62.98 48.6658.02 58.44 46.8756.25 53.93 40.2452.78 53.32 39.0251.1 50.9 36.1453.04 47.87 33.1151.31 44.88 34.1252.12 46.61 35.2951.67 47.81 34.6452.18 45.68 34.9550.3 42.95 28.4347.5 52.93 29.3347.81 52.93 33.4646.95 52.56 31.9744.74 52.46 31.6543.56 50.54 31.6444.08 46.84 31.3443.65 40.57 31.9843.11 46.66 31.2742.04 41.41 30.9242.65 41.81 33.2640 43.5 36.5541.17 43.42 39.7541.22 40.59 40.3539.73 39.57 39.8437.76 36.39 37.4336.72 42.64 40.4135.2 39.52 37.5537.33 40.92 36.1835.55 41.12 37.3635.82 38.87 31.3135.45 38.25 30.9534.06 33.29 24.5435.43 35.02 26.2236.1 32.12 24.5235.79 34.29 29.4236.55 35.56 32.3535.83 34.82 33.9237.73 35.9 32.2436.45 30.08 32.8437.21 31.18 33.4536.13 30.49 35.4535.61 29.22 34.3434.36 30.46 34.0132.74 25.91 30.7632.63 26.49 28.0631.67 24.22 26.5729.53 26.57 26.9226.42 24.44 28.326.21 21.84 23.3726.75 19.23 21.4828.91 20.95 24.5830.27 23.61 22.1228.74 24.53 22.1827.72 26.55 22.7233.07 30.82 27.6233.37 27.82 32.532.59 26.94 30.5530.15 27.36 28.9232.44 31.28 32.0430.85 30.56 30.9233.82 31.11 33.7933.03 27.44 32.3933.2 27.65 31.01ACTIVOS INDIVIDUALESRetorno e!"er#$o%#rn'#De!()&on e!t#n$#rPro"or)&one!*A+R,- DE CO%AR,AN-A.BRKAAPLAXPCPBDOWCLNKEWAQ*A+R,- DE CORRELAC,ONE.BRKAAPLAXPCPBDOWCLNKEWAQ*A+R,- DE *ARKOW,+-BRKAAPLAXPCPBDOWCLNKEWAQPOR+A/OL,O%#rn'#De!()&on e!t#n$#rRetorno e!"er#$o,n$&)e $e $e!e0"e1o1 2 3 4 5BRK AAPL AXP CPB DOW1.42 0.72 4.02 11.82 15.021.02 7.02 4.92 39.02 31.021.52 9.62 8.62 5.42 2.822.02 32.12 5.02 35.72 3.5233.92 8.42 32.52 37.72 6.823.12 14.12 31.02 5.22 8.9231.62 311.82 31.22 4.62 35.727.72 2.22 10.72 37.82 1.621.72 0.02 1.72 2.32 6.522.42 0.32 8.52 10.22 1.424.62 32.52 5.72 12.12 31.528.82 314.42 2.72 5.22 30.421.62 39.12 2.82 33.52 8.221.92 31.22 30.12 4.22 3.0232.42 310.82 31.22 2.12 1.224.92 0.32 32.52 30.92 30.1230.72 9.42 1.02 6.22 1.822.02 4.62 30.52 0.12 38.625.12 1.12 4.32 5.32 2.5231.62 31.12 37.32 36.32 38.3230.92 1.12 4.42 0.82 32.223.42 4.52 9.42 31.52 4.120.02 20.62 5.52 8.52 0.022.82 13.22 6.72 37.62 16.5233.22 7.72 31.82 6.12 4.721.32 37.12 35.12 32.02 30.629.52 7.02 8.22 3.72 24.7232.72 31.72 37.42 1.62 320.6231.62 31.42 1.42 33.52 317.9234.02 16.42 33.42 32.92 33.7232.22 33.52 0.72 31.22 0.3234.82 0.22 5.12 3.52 311.8230.82 30.42 34.22 2.32 8.5234.32 31.32 18.12 31.62 2.027.22 4.72 0.42 31.72 4.721.62 4.62 1.52 31.42 3.620.22 3.72 30.72 3.42 10.320.82 3.32 4.22 36.52 1.1234.22 6.12 30.92 2.22 12.324.92 16.72 2.72 31.12 13.320.92 35.52 38.32 0.72 310.9232.02 2.12 14.92 32.12 310.2214.12 31.92 31.92 0.12 13.8238.82 31.62 313.72 30.22 312.1236.82 10.92 11.82 4.62 7.926.92 15.12 7.92 6.92 0.721.02 6.52 2.02 0.72 4.5214.82 38.92 31.52 32.02 30.3230.82 5.42 39.42 32.62 31.621.62 6.12 21.62 12.22 18.3232.02 1.72 2.82 33.72 39.920.12 10.22 0.82 4.02 23.224.02 2.92 19.42 1.12 0.527.82 14.72 21.92 6.42 31.2231.72 4.92 35.82 6.12 37.8232.62 7.92 31.52 7.82 10.528.42 19.72 87.52 35.22 89.7210.32 17.72 13.02 2.22 19.72312.22 30.92 327.92 311.92 338.2237.32 5.62 39.12 1.22 323.2237.12 37.92 320.42 35.52 316.9239.92 313.92 315.22 315.52 330.52311.62 35.32 322.02 31.02 316.0212.02 333.02 310.72 4.92 35.821.92 6.72 6.92 1.22 2.5235.22 35.12 31.02 9.52 34.62310.32 311.32 318.72 30.12 312.620.62 8.52 33.52 33.82 0.620.32 21.22 10.22 3.22 9.0234.72 14.82 3.42 5.12 31.122.92 37.62 313.92 2.32 32.520.532 2.5168502 0.862 1.6120.312 0.872 0.302 2.5125.582 9.332 5.492 15.8520.125 0.125 0.125 0.125BRK AAPL AXP CPB DOW0.003111244 0.000328548 0.0033829170.000600580.004702560.000328548 0.008703026 0.0059931560.000585390.006950410.003382917 0.005993156 0.0194141530.001044420.017952240.000600578 0.000585386 0.0010444220.003014060.001873070.004702561 0.006950411 0.0179522390.001873070.025136850.000444084 0.00036823 0.0010957980.000661890.001207420.001423407 0.002250535 0.0038081840.000704910.005950530.00139282 0.002901742 0.0055967660.000422570.00541559BRK AAPL AXP CPB DOW10.0631387547 10.4352763895 0.461063986 10.1961222054 0.1142961407 0.1365341335 10.5317554777 0.4699156633 0.81265078580.21519036 10.179442328 0.0889632467 0.17725490660.271730210.171643870.3202672802 0.3027618645 0.3430119240.161141770.471032510.2841710939 0.353977446 0.45711951550.087594650.38872473BRK AAPL AXP CPB DOW0.000049 0.000005 0.000053 0.000009 0.0000730.000005 0.000136 0.000094 0.000009 0.0001090.000053 0.000094 0.000303 0.000016 0.0002810.000009 0.000009 0.000016 0.000047 0.0000290.000073 0.000109 0.000281 0.000029 0.0003930.000007 0.000006 0.000017 0.000010 0.0000190.000022 0.000035 0.000060 0.000011 0.0000930.000022 0.000045 0.000087 0.000007 0.0000850.3826.1321.202219.6126 7 8CL NKE WAQ30.72 30.92 33.021.72 4.52 0.529.72 4.32 10.122.62 15.62 11.9233.52 0.22 33.725.12 31.22 13.7231.02 3.32 37.5233.12 32.72 33.021.82 7.82 3.823.12 8.42 16.526.62 1.12 3.123.32 4.82 8.0233.72 6.32 9.223.42 6.72 33.0231.62 33.72 33.320.92 32.52 1.9231.02 4.72 30.923.72 6.42 22.925.92 318.92 33.1230.62 0.02 312.321.82 0.72 4.724.92 0.22 1.022.72 3.82 0.0231.22 7.92 1.021.02 15.52 32.021.32 313.12 2.322.52 12.72 1.1231.42 31.02 37.026.62 33.92 39.0232.82 0.22 38.1230.12 7.02 31.523.82 2.62 1.325.22 8.72 6.422.82 314.72 37.424.32 7.92 7.6235.72 33.42 3.825.02 30.52 33.2230.82 5.82 19.321.02 1.62 1.224.12 14.92 26.1233.92 34.92 36.4231.92 9.02 6.920.92 36.32 316.7232.12 33.62 39.122.02 2.12 34.6235.02 33.02 5.223.52 19.32 31.8232.02 33.52 31.823.02 2.32 35.621.52 4.32 3.223.62 34.12 1.024.92 17.62 10.620.32 32.22 9.623.02 9.42 5.627.22 38.82 31.3211.82 8.72 34.920.82 11.92 21.1232.02 13.62 8.8237.52 38.22 312.6234.52 311.32 11.125.32 33.82 30.323.72 37.62 32.42316.22 313.92 317.7230.92 10.82 315.022.42 3.32 6.428.12 31.52 5.6237.12 312.52 39.725.22 2.42 3.6238.82 31.82 38.522.42 13.42 4.3230.52 30.82 4.521.062 1.792 1.2520.202 0.632 0.7724.442 7.972 8.7920.125 0.125 0.125CL NKE WAQ0.00044408 0.0014234070.001392820.00036823 0.0022505350.002901740.0010958 0.0038081840.005596770.00066189 0.0007049090.000422570.00120742 0.0059505310.005415590.00196855 0.0010081870.001295150.00100819 0.0063489060.003149280.00129515 0.003149277 0.0077214CL NKE WAQ10.28517978 10.33219924 0.4497936507 1CL NKE WAQ A..E+0.000007 0.000022 0.000022 BRK0.000006 0.000035 0.000045 AAPL0.000017 0.000060 0.000087 AXP0.000010 0.000011 0.000007 CPB0.000019 0.000093 0.000085 DOW0.000031 0.000016 0.000020 CL0.000016 0.000099 0.000049 NKE0.000020 0.000049 0.000121 WAQ212.5212.5212.5212.5212.5212.5212.5212.521002BRK AAPL AXP CPB DOWBRK 0.003111240.000328550.003382920.000600580.00470256AAPL 0.000328550.008703030.005993160.000585390.00695041AXP 0.003382920.005993160.019414150.001044420.01795224CPB 0.000600580.000585390.001044420.003014060.00187307DOW 0.004702560.006950410.017952240.001873070.02513685CL 0.000444080.00036823 0.00109580.000661890.00120742NKE 0.001423410.002250540.003808180.000704910.00595053WAQ 0.001392820.002901740.005596770.000422570.00541559CL NKE WAQ0.000444080.001423410.001392820.000368230.002250540.002901740.00109580.003808180.005596770.000661890.000704910.000422570.001207420.005950530.005415590.001968550.001008190.001295150.001008190.006348910.003149280.001295150.00314928 0.0077214