IFC Markets Forex Broker



この記載では、PCI合併商品の作成とその資産のテクニカル分析におけるトレンド予想仕方を紹介したいと思います。今回、小麦、綿花、冷凍牛肉とダウ・ジョーンズ工業(DJI)インデックスの4つのCFD資産を検討します。それらの商品をPCI GeWorkoモデルで次のように作成します。[小麦+コットン]のポートフォリオ対[DJI + 牛肉]。各資産の割合は25%で同じです。簡単に資産の見積書のダイナミクスに影響を与える現在の基本的な傾向や動向を説明したいと思います。

取引の要点はリスク・リターンレシオです。ポートフォリオ分析はご利用可能な資産の分析とリスク・リターンレシオの最高な資産の組み合わせを作成することです。この記事は、S&P 500指数に基づいてシャープの分析方法が記載されております。記事をダウンロード


Suppose that an investor is really ready to accept a higher risk level for increasing the expected return of the portfolio. Let the maximum acceptable standard deviation of the return of the portfolio be 2.5%. We will carry out the optimization procedure of weight coefficients for searching for the maximum return of the portfolio with an additional restriction on the standard deviation (it should not exceed 2.5%)

Searching for an optimal structure of assets in a portfolio is, by all means, not a simple issue. On the one hand, much depends on the parameters of the assets, included in the portfolio and on the other hand, on investor’s individual preferences and restrictions. However, modern financial theory and new analysis and trading methods considerably simplify that process.
Portfolio Quoting method can serve as an example of modern portfolio theory implementation, which allows constructing and analyzing numerous variations of portfolios, created from a wide range of assets. And the value of analysis capabilities lies in not only following the changes in the absolute price of the portfolio but also in studying the behavior of the portfolio in relation to the whole market or, for example, to an alternative portfolio, which allows making investment decisions in a timely manner. The result of the method appliance comes to be the creation of a new financial unit – synthetic instrument (with the technical name PCI – personal composite instrument).

Pportfolio Quoting method allows you to construct any combination of assets from a set of available instruments. In this article we would like to draw attention to the U.S. stock market, choose a few securities, build a chart of the resulting portfolio and analyze its behavior over several recent years.
As known, the financial crisis that erupted in 2008, has led to serious consequences for the global financial system and significant losses to investors. For four and a half years the world has been trying to recover, and only recently signs of economic recovery in the world's largest economy - the United States - have begun to appear.

Modern portfolio theory suggests significant benefits from diversification. Using Portfolio Quoting Method toolset we would like to show how exactly an investor benefits from diversification. For this example we have chosen two well-known securities included in the index Dow Jones Industrial Average.