investment strategy

InvestSMART's Evan Lucas takes you through the theory (and the proof) for why diversification matters in investing.

What is Monte Carlo Simulation? Monte Carlo simulation is a statistical technique that uses random sampling to model possible outcomes of a complex system. It is named...

This year's deterioration in economic prospects, now complemented with a banking crisis in the US and the inevitable demise of Credit Suisse, has strengthened expert...

Hedging is far more art than science and it’s rarely as simple as just shorting the market. There are many ways investors can de-risk

What is in and out of sample testing? In-sample testing and out-of-sample testing are two methods used to evaluate the performance of a trading strategy. In-sample...

An overfitted trading strategy is a model that has been trained on a specific dataset and has learned the noise in that dataset, rather than the underlying trend. This...

Optimisation of a trading strategy is the process of adjusting the parameters of a strategy to achieve the best performance. Why should you optimise a strategy? ...

Frame Funds Management's Hue Frame explains quantitative investing and how it can work in investment strategies.

A healthy bull market for equities has both macro and micro feeding optimism and upside. Alas, February has not delivered the required unity

When conducting strategy research and development, we like to think in terms of what the new strategy will add to our current portfolio of systems. In general, we are...