I have a basket of 30 assets I want to create an investment index with. I want to base the allocation of each asset based on the exponentially weighted moving average of the market capitalization. So basically if I have $100, I need to know what percentage of my $100 should go to each asset.
Assets can be found here- [login to view URL]
A formula can be found here- [login to view URL]
Ideally, I’d like the formula placed in a spreadsheet, so that all I would need to do is enter the assets I want in the index, with their daily market capitalization.