Trading Strategy

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 [...]

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 [...]