Author Archive

relative-strength-index-rsi-1_1 Momentum And The Relative Strength Index

How is it calculated? RSI is calculated in two steps. First the Relative Strength (RS ) is determined by dividing the average gains over

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intraday-momentum-indicator-as-an-entry-trading_1 Intraday Momentum Indicator as an entry Trading Strategy Ideas

The Intraday Momentum Index (IMI) was developed by Tushar Chande. It represents a cross between the RSI (Relative Strength Index) and the candlestick analysis.

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incredible-charts-rsi-relative-strength-index_1 Incredible Charts RSI Relative Strength Index

Relative Strength Index (RSI) is a popular momentum oscillator developed by J. Welles Wilder Jr. and detailed in his book New Concepts in Technical

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asset-allocation-funds-modern-portfolio-theory_1 Risk Return in Modern Portfolio Theory

For a lot of investors, risk is in general considered to be connected with dire reports. What many individuals do not succeed in noticing

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portfolio-theory-and-management-hardback-baker_2 Portfolio Theory and Management Hardback Baker Oxford University Press

Provides a comprehensive discussion of portfolio theory and management, empirical work, and practice within the various topics covered; attempts not only to blend the

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modern-portfolio-theory_1 Modern Portfolio Theory

twitter google+ Modern portfolio theory (MPT) suggests how a rational investor can optimize his portfolio and price his/her risky assets. According to this theory,

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what-r-d-really-means-cerno-capital_2 What R&D Really Means Cerno Capital

Return home? DISCLAIMER I agree Before accessing this section of CERNO CAPITAL PARTNERS LLPs (CERNO CAPITAL) website and its contents please read these terms

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skills-that-separate-you-as-an-investment-manager_1 Skills That Separate You as an Investment Manager Forthrightness

Once youve finally landed that coveted position as a research analyst. how do you stand out from the crowd in this highly competitive field?

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practical-guile_1 Practical Guile

I got to know of Dr Tucker Balch s MOOC (Computational Investing Part 1 ) from Lin Xinshan. This is a my personal review

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edhecrisk-alternative-performance-measures-for_2 EDHECRisk Alternative performance measures for hedge funds

Alternative performance measures for hedge funds Authors: J.-F. Bacmann and S. Scholz Source: AIMA Journal Date: June 2003 The Sharpe ratio and the Sortino

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