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.

Бесплатный доступ

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

Статья научная