fb投资组合的交易 | 投资组合的分析 | GeWorko方法 | IFCM


价格图表的分析 – 作为交易不可缺少的部分. 甚至是基本面投资者, 都会进行基本趋势的分析来测试他们的想法和止损的正确性. 股市的惯性这一特点, 其局部有效性在20世纪80年代已被发现. 一种解释是在疲软的基本面因素下, 市场与价格保持同向运动, 这来自于乔治·索罗斯:股市的反思理论(“金融炼金术”)....

本文我们想让您了解如何创建个人综合工具, 以及如何通过技术分析预测它的趋势. 我们来分析4个CFD: 小麦, 棉花, 冻牛肉和DJI. 个人工具的构成为: 投资组合[小麦+棉花], 对资产[DJI+牛肉]. 权重选择一样的比例- 25%. 我们先来描述一下当前的基本趋势和影响这些资产走势的事件.

研究创建综合工具的资产组合理论。 在本文中我们将展示资产组合交易的形式,在 投资组合报价法的PCI 技术帮助下如何实现降低投资风险。
评估交易的主要准则是资产收益和风险。资产组合的分析需要资产的统计分析,资产间的相互关系和工具组合,使得收益/风险达到最大化。 在本文中基于市场指数来研究的夏普分析方法。本文以指数S&P...

2008 年的全球金融危机影响了经济活动的所有部门。直接或间接它地影响到公司的表现,但是,这种影响的程度是不同。这一事实提供了充分的机会找到基于不同的值,例如,长期动态反应对同一个因子的投资策略。

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.


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