investment strategy

Investors will soon find out whether forward indicators signalling the US economy will slide into an economic recession are correct.

Appearances can hide the real picture, as is the case in today's financial markets.

Investors who felt safe hiding in lithium stocks supported by broad-based belief in the global electrification theme have had a rude awakening over the past four...

Randomised signal length is a technique used as part of the robustness testing of a trading strategy. The goal of randomised signal length is to test the robustness of...

Forward testing is a method of evaluating the performance of a trading strategy by applying it to real-time market data and observing how it performs in real-time, on...

Noise and stress testing are important techniques for making a trading strategy more robust. Noise testing simulates random market fluctuations, such as those that...

Transaction cost and slippage analysis are important aspects of evaluating the performance of a trading strategy. Transaction costs refer to the fees and expenses...

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...

Sometimes the most important market insight is hiding underneath daily share price movements. Intriguingly, the latest update into who's buying and selling US...

Market downturns are painful to go through and are an unavoidable part of investing.  The way you handle periods when your investment portfolio is declining, can...

Key Points: ‍• Whether the market has troughed or will make new lows depends on whether the Fed is able to achieve a moderation in inflation without too much...