Portfolio Management Software
Overview Cycles allow us to accurately predict events in nature: bird migrations, the tides, planetary movements, etc. You can also use cycle analysis to predict changes in financial markets, although not always with the accuracy found in nature. The prices of many commodities reflect seasonal cycles. Due to the agricultural […]
This tutorial written and reproduced with permission from Peter Ponzo We want to consider the possibility of generating random returns with prescribed parameters … such as correlation. When one talks about the correlation between stock A and stock B, one usually means the Pearson correlation which would give, for example: […]
This tutorial written and reproduced with permission from Peter Ponzo Recently, a theory of coherent risk measures was proposed by Artzner, Delbaen, Eber and Heath (Thinking Coherently, 1997 and Coherent Measures of Risk, 1999) Huh? Patience. There are a jillion ways to measure “risk”, perhaps the most common being Volatility […]
This tutorial written and reproduced with permission from Peter Ponzo Recently I was asked whether buying a stock for a few percent less would make much difference in your annual return and I said I didn’t think so because … Buy for less? What does that mean? I mean instead […]
By Michael Bryant Ph.D. 2010 Abstract / Introduction: One of the biggest trends in retail trading over the past decade has been the increase in the popularity of automated trading. In this type of trading, also known as automated order execution, buy and sell signals generated by a trading system […]