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Risk Management

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Even if the stocks' expected price changes are known, the optimum amount of shares to include into the portfolio still requires a separate investigation. This process is called risk management. Why Do Casinos Win? Probably one of the most dramatic examples of why to take risk management seriously, is the fact that casinos exist and generate incredible revenues. Even when the odds to win for the players and the casino are even, the financial outcome is not. This amount will depend on two major factors:.

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Database interface

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Including Information from External Sources. In addition to the sources such as economic data. Or stock historical data. Builded into the system, you can include your custom historical time series. Records in database tables, or resultsets from database queries, should be in the following format:. Timestamp,RealValue Timestamp,RealValue . The first field specifies when the event became available and the second fields specifies the value of the event. Continues Function vs Discrete Events. LastEventValue ...

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Regression Analysis of Investment Strategies

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Regression Analysis of Investment Strategies. In many cases, investment strategies have parameters which values initially are known only approximately, or even not known at all. For example, how much each particular economical factor contributes to the overall forecasting model, durations of historical periods on which to calculate average values, or even what type of functions to use in the strategy are the variables the strategy designer would need to know. Real and Generic Parameters. In this example,...

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Downloading One Investment Way

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One Investment Way 1.0 beta. System requirements: MS Windows 64-bit operating system. How to access Federal Reserve economic data records. Example: risk free rate function. Interface with the system.

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Main Features - One Investment Way

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List of Main Features. Calculating strategy performance on historical data. Calculating strategy expected future performance. Including interest rates, transaction costs and margin rules. Graphical presentation of performance and its deviation. Regression Analysis and Performance Maximization. Parametric linear regression of investment strategy. Parametric non-linear optimization of investment strategy. Non-Parametric regression of investment strategy. Curve fitting (over-optimization) effects elimination.

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Using Federal Reserve Economic Data

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Using Federal Reserve Economic Data. With One Investment Way system you can integrate hundreds of economic data series into your formalized investment strategy for performance analysis over historical periods and realtime execution. The Source of the economic data. Federal Reserve Bank of St. Louis, a regional bank of the United States Federal Reserve System, manages a database of the present and historical information related to the US and foreign economies. The Challenge investors face. We spent decade...

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Technical Analysis - One Investment Way

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Technical Analysis: Does it Work? If technical analysis works, how much, in percents per year, can it generate? If it does not, can someone prove it? To answer this question, we created a generic technical analysis model that, by choosing a specific set of parameters, approximates almost any technical strategy. Then we let One Investment Way to choose the most profitable values of these parameters to find the best strategy and compare its performance with the index. Intuitive and Easy to Implement. After...

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Strategy Formalization Language

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Strategy Formalization language allows to represent investment strategies as a reproducible, time and market situation independent process that eliminates emotions, reactions and other human factors from the investment decisions. This section will describe the following features of the language:. Interface with the system. For the full description of Strategy Formalization language and various examples of how to use it, please see online help supplied with the One Investment Way development platform.

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Accessing Stock Historical Data

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Accessing Stock Historical Data. To estimate strategy performance and to optimize its uncertain parameters, One Investment Way system will use historical time series of stock prices and volumes. This information can be either supplied by default data providers or you can specify your own sources. To use stock historical data, you can refer to the. Obtain a structure containing * historical data about IBM stock: */. Stock = Stocks.Stock( Symbol: "IBM" );. Denote current IBM stock price as IBMPriceNow: */.