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1409, 2016

Trading model design

By | September 14th, 2016|Categories: Trading Strategy|0 Comments

In designing a trading model we have to make certain choices that ultimately will influence its performance behavior. From our perspective, we consider two key properties in designing a good trading model, the resilience of returns over time and their volatility. We believe that an unbiased systematic trend-following strategy can provide a conservative approach for trading volatile futures markets. By their [...]

1409, 2016

Setting investment objectives

By | September 14th, 2016|Categories: Trading Strategy|0 Comments

After establishing our client’s risk profile, we face an important issue, namely: How to set a reliable and meaningful objective for the investment and how to draw out a strategy that can achieve those objectives. How to set a reliable and meaningful objective for the investment and how to draw out a strategy that can achieve those objectives. Not totally [...]