投資組合的交易

價格圖表的分析 – 作為交易不可缺少的部分. 甚至是基本面投資者, 都會進行基本趨勢的分析來測試他們的想法和止損的正確性. 股市的慣性這一特點, 其局部有效性在20世紀80年代已被發現. 一種解釋是在疲軟的基本面因素下, 市場與價格保持同向運動, 這來自于喬治·索羅斯：股市的反思理論（“金融煉金術”）....

本文我們想讓您瞭解如何創建個人綜合工具, 以及如何通過技術分析預測它的趨勢. 我們來分析4個CFD: 小麥, 棉花, 凍牛肉和DJI. 個人工具的構成為: 投資組合[小麥+棉花], 對資產[DJI+牛肉]. 權重選擇一樣的比例- 25%. 我們先來描述一下當前的基本趨勢和影響這些資產走勢的事件.

研究創建綜合工具的資產組合理論。 在本文中我們將展示資產組合交易的形式，在 投資組合報價法的PCI 技術幫助下如何實現降低投資風險。
評估交易的主要準則是資產收益和風險。資產組合的分析需要資產的統計分析，資產間的相互關係和工具組合，使得收益/風險達到最大化。 在本文中基於市場指數來研究的夏普分析方法。本文以指數S&P...

2008 年的全球金融危機影響了經濟活動的所有部門。直接或間接它地影響到公司的表現，但是，這種影響的程度是不同。這一事實提供了充分的機會找到基於不同的值，例如，長期動態反應對同一個因數的投資策略。

Suppose that an investor is really ready to accept a higher risk level for increasing the expected return of the portfolio. Let the maximum acceptable standard deviation of the return of the portfolio be 2.5%. We will carry out the optimization procedure of weight coefficients for searching for the maximum return of the portfolio with an additional restriction on the standard deviation (it should not...

Searching for an optimal structure of assets in a portfolio is, by all means, not a simple issue. On the one hand, much depends on the parameters of the assets, included in the portfolio and on the other hand, on investor’s individual preferences and restrictions. However, modern financial theory and new analysis and trading methods considerably simplify that process.
Portfolio Quoting method can...

Pportfolio Quoting method allows you to construct any combination of assets from a set of available instruments. In this article we would like to draw attention to the U.S. stock market, choose a few securities, build a chart of the resulting portfolio and analyze its behavior over several recent years.
As known, the financial crisis that erupted in 2008, has led to serious consequences for the global...

Modern portfolio theory suggests significant benefits from diversification. Using Portfolio Quoting Method toolset we would like to show how exactly an investor benefits from diversification. For this example we have chosen two well-known securities included in the index Dow Jones Industrial Average.