Unexpected and innovative moments of invesment strategies

Abstract

The complex goal of the paper is development of investment decisions strategy for sustainable return in capital and money markets. The mentioned strategy was practically implemented in FOREX and in some matured and emerging capital markets. For this reason a brief look at the Double Trump model - the decision management system in financial markets - was taken, revealing the main characteristics and principles of this model. The system has two subsystems -for exchange and for capital markets. According to the proposed model, with the help of historical stock prices and currency rates data, for every further step the parameters of the probability distribution - mean value and standard deviation - are forecasted. Using this data the investment portfolio structure is selected. After real data becomes available, the broad monitoring is being made. Formation of sustainable investment strategies requires new attitude and innovative methods, among which we can mention adequate for investments decisions reliability assessment portfolio, and its elements - confidence zone, survival functions and izoguarantees.