際際滷shows by User: andrejogorevc / http://www.slideshare.net/images/logo.gif 際際滷shows by User: andrejogorevc / Tue, 28 Jan 2014 17:26:36 GMT 際際滷Share feed for 際際滷shows by User: andrejogorevc Dynamic statistical trading strategy /slideshow/dynamic-statistical-trading-strategy/30554165 dynamicstatisticaltradingstrategy-140128172637-phpapp02
This is a risk control system that allows investors to design futures trading strategies, which generate returns with pre-defined statistical properties. It also allows modeling the correlation between the returns of the trading strategy and the returns of other assets thus enabling to create the perfect diversifier. The reserve assets can be chosen from a wide variety of underlyings. The strategy allows for tactical input through the choice of futures contracts to trade. The composition of futures portfolio can be changed whenever and as often as needed, thereby incorporating any tactical views of the fund manager. From a tactical point of view, this strategy is as active or passive as the fund manager needs it to be. By construction, returns are drawn from the desired distribution and, forward-looking, will therefore have the targeted properties.]]>
This is a risk control system that allows investors to design futures trading strategies, which generate returns with pre-defined statistical properties. It also allows modeling the correlation between the returns of the trading strategy and the returns of other assets thus enabling to create the perfect diversifier. The reserve assets can be chosen from a wide variety of underlyings. The strategy allows for tactical input through the choice of futures contracts to trade. The composition of futures portfolio can be changed whenever and as often as needed, thereby incorporating any tactical views of the fund manager. From a tactical point of view, this strategy is as active or passive as the fund manager needs it to be. By construction, returns are drawn from the desired distribution and, forward-looking, will therefore have the targeted properties.]]> Tue, 28 Jan 2014 17:26:36 GMT /slideshow/dynamic-statistical-trading-strategy/30554165 andrejogorevc@slideshare.net(andrejogorevc) Dynamic statistical trading strategy andrejogorevc This is a risk control system that allows investors to design futures trading strategies, which generate returns with pre-defined statistical properties. It also allows modeling the correlation between the returns of the trading strategy and the returns of other assets thus enabling to create the perfect diversifier. The reserve assets can be chosen from a wide variety of underlyings. The strategy allows for tactical input through the choice of futures contracts to trade. The composition of futures portfolio can be changed whenever and as often as needed, thereby incorporating any tactical views of the fund manager. From a tactical point of view, this strategy is as active or passive as the fund manager needs it to be. By construction, returns are drawn from the desired distribution and, forward-looking, will therefore have the targeted properties. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/dynamicstatisticaltradingstrategy-140128172637-phpapp02-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> This is a risk control system that allows investors to design futures trading strategies, which generate returns with pre-defined statistical properties. It also allows modeling the correlation between the returns of the trading strategy and the returns of other assets thus enabling to create the perfect diversifier. The reserve assets can be chosen from a wide variety of underlyings. The strategy allows for tactical input through the choice of futures contracts to trade. The composition of futures portfolio can be changed whenever and as often as needed, thereby incorporating any tactical views of the fund manager. From a tactical point of view, this strategy is as active or passive as the fund manager needs it to be. By construction, returns are drawn from the desired distribution and, forward-looking, will therefore have the targeted properties.
Dynamic statistical trading strategy from andrejogorevc
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