Portfelio sprendimai valiutų kursų ir kapitalo rinkose

Abstract

Straipsnyje nagrinėjamos sprendimų parinkimo galimybės valiutų kursų ir kapitalo rinkose, siekiant palankaus investuotojui (spekuliantui) rezultato, naudojantis tik istoriniais duomenimis. Sprendimui parinkti naudota tradicinė informacijos tvarkymo seka: sutvarkomi istoriniai duomenys, vykdomas prognozavimas, priimamas investavimo ar reinvestavimo sprendimas naudojantis tam tikrais kriterijais. Skaičiuojama su realiais valiutų kursų ir akcijų kainų rodikliais.

In the paper tentative results of research into decision making in exchange and capital markets are described. The object of the research was decision making management in exchange and capital markets. Creation and utilization of the system of trading in currency exchange rates and stocks relies only on historical trading data and allows creating trading strategies which assure positive trading results with desirable guarantee. Authors are relying on historical trading data in global market of exchange rates (FOREX) and several capital markets among them New York Stock Exchange (NYSE), Milan Exchange etc. Integral decision managing effect usually is reached by forming and managing investment or trading portfolios in capital or exchange markets. The final aim of the given decision managing system is decisions of portfolio made in exchange rate and capital markets. The decisions described in the paper admitted in exchange rates and capital markets preparations of managing system can be assumed as they consist of three stages: determination stage of system’s main parameters for portfolio decision in exchange rates and stock market; portfolio decision system information supply stage and the portfolio decision finding stage.