Portfolio Trading

Who gold for diversification purposes in the Portfolio has recorded, did not reach with this move at the moment his targets. Should verify the overwhelmingly positive assessment of renowned banks gave to the development of the stock market, the question arises how much investors are willing to overcome their current risk aversion. Investors have been thrown back and forth with a passively-oriented allocation in recent years and are expected to only once from the defensive investment decisions. Up to the next bull market, risk control and loss limitation are two factors that will be basis of most investment decisions. Tentatively you can cart before but once the horse from the other side. . It seems an absurd thought to be. And yet it should be checked.

Can be targets of investors might otherwise reach? “For example, by one a chance-oriented investment (a pure shares) with seemingly risky” diversified trading systems? 2011 offers an ideal testing ground for such an experiment. The volatility of shares was rare greater than in the second half of 2011. And also the first half of the year, triggered by the Fukushima nuclear disaster, to offer some shocks. We combine a stock portfolio (for example, from 100% of DAX shares) so with high-quality chance-oriented trading strategies and see what happens. Notably, many trading strategies with the volatility of the market environment in trade far less fine coming, as in the slightly calmer waters of previous years. To the systematic trading not over to evaluate trading systems get accounted for only 15% of the – now very offensive – total deposit. Since their performance monthly to provide provider us managed account, work we also during this test attempt to safe custody assets, which have been determined on the basis of the month-end figures. Consider first A portfolio that now in addition to 85% DAX also 15% FX wave diversified portfolio with 2% day risk contains.