Portföy Ticaret

Fiyat grafiğinin klasik analizi gün içi ticaretin vazgeçilmez bir parçasıdır. Birkaç ay ve yıl zaman aralıklarını inceleyen temel yatırımcılar bile fikirlerini test etmek ve risklerden uygun şekilde korunmak için temel trend analizini kullanır. Borsanın atalet özellikleri, onun kısmi verimliliği 20. yüzyılın 80'li yıllarında gözlenmişti. Temel faktörler zayıflarken piyasanın...

Bu yazıda kişisel kompozit enstrümanlar oluşturma olanağını ve teknik analiz temelinde onların dalgalanmalarını tahmin etme yöntemlerini sunacağız. Dört fark sözleşmesi (CFD) düşünelim: buğday, pamuk, dondurulmuş sığır eti ve Dow Jones Industrial endeksi (DJI). Onların temelinde şöyle bir kişisel kompozit enstrüman PCI GeWorko oluşturalım: [DJI + sığır eti] portföyüne...

Let us consider the application of portfolio theory by creating composite instruments. In this article, we will show how portfolio trading, implemented by using PCI technology of Portfolio Quoting Method, allows reducing investment risk.
The main criterion for evaluating a trading deal is the relation of potential profits of an asset and risks, taken by the investor. Portfolio analysis involves a...

The global financial crisis of 2008 affected all sectors of economic activity with no exception. It affected the business performance of companies both directly and indirectly, but the level of impact was different. This fact provides broad opportunities to find investment strategies based on differences in the long-term price reaction of, for instance, stocks on the same systematic factor.

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.