The portfolio of trading systems as a means of diversification in the securities market
Abstract
This article shows that combining different trading systems with each other and looking at their results collectively, we can try to achieve the desired results of risk and return, even with systems that are already available for trader, but have been abandoned by for any reason.
References
1. Кац Дж., МакКормик Д. Энциклопедия торговых стратегий/ Перевод с англ. - М.: Альпина, 2002. - 400 с.
2. Covel, Michael, Trend following: how great traders make millions in up or down markets, 2004. p.11.
3. Рисунок 1. Кривая доходности механической торговой системы № 1. http://www.tslab.ru/soft/.
4. Рисунок 2. Кривая доходности механической торговой системы № 2. http://www.tslab.ru/soft/.
5. Рисунок 3. Кривая доходности механической торговой системы № 3. http://www.tslab.ru/soft/.
Review
For citations:
Ladygin K... The portfolio of trading systems as a means of diversification in the securities market. Entrepreneur’s Guide. 2015;(28):105-109. (In Russ.)
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