Sharpe Portfolio | "The Three Leaders" - DJIA, S&P500, Nasdaq 100

Let us consider the application of portfolio theory by creating composite instruments. In this article, we will show how portfolio trading, implemented by using PCI GeWorko technologies, allows reducing investment risk.
The main criterion for evaluating a trading deal is the relation of potential profits of an asset and risks, taken by the investor. Portfolio analysis involves a statistical analysis of available assets, their interrelations and the composition of a combined instrument, which corresponds to maximum risk-return ratio. This article uncovers the analysis method of Sharpe, based on the market index S&P 500. All considered instruments have been created using GeWorko technology. Open the article