Proposal of investment portfolio of Hedge Fund
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Date
2012Author
Budík, Jan
Doskočil, Radek
Niebauerová, Lenka
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This paper deals with the Hedge Fund as a alternative investment opportinuty. The key of Hedge Fund success is stable and robust investment strategies with high focus on risk management. This paper describes one part of all Hedge Fund investment portfolio. Purposed strategy use foreign exchange pairs (USD.JPY and GBP.USD) as a financial instrument for decision making. As a main tool for proposing of this investment strategy is software MATLAB, which include financial and statistical toolbox and is connected to broker for decision making realization in real time. The key is to purpose low volatility investment strategy with low risk and diversification with other investment strategies.