The influence of the trade system averaged positions on the investment results
Автор: Skvortsova T.S.
Журнал: Сибирский аэрокосмический журнал @vestnik-sibsau
Рубрика: Экономика
Статья в выпуске: 1-1 (22), 2009 года.
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The problem of the profitability maximization on the stock market taking into account risks is the key moment of the investment process. The methodical approach of the investment optimization on the stock market and its appraisal on different trade systems are viewed in this paper. The result of the investment into the securities using the strategy «martingale» is estimated.
Trade system, largest losing trade, stop-loss, volatility of the capital, maximum consecutive losses, maximum drawdown
Короткий адрес: https://sciup.org/148175783
IDR: 148175783