October 22nd, 2016

Portfolio Core Position

This article shows what I consider the core of a trading strategy. Looks at the trading problem from a different angle than most. Starting from the end results metrics, then going back to design strategies that will affect these metrics over the entire trading interval. As if designing a strategy backwards, but most certainly constructively, allowing for a multi-asset, multi-period view of the stock portfolio management problem.

It also says that any trading strategy can be viewed with either 2 or 3 variables. And that they are sufficient to explain the output, the performance results of any strategy. And if such is the case, then that is all that is important. It is then our task to make these 2 or 3 variables do what we want them to do.

HTML file:   Portfolio Core Position

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Related articles part of this series, as they were written:

The Payoff Matrix

The Game Inside
Strategy Design Defects  
Strategy Enhancers 
Trade Detection 
Stock Trading Decisions

Prediction Dilemma 

Extracting Tradable Information 


October 22nd, 2016 © Guy R. Fleury. All rights reserved.  

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