In this exercise, we attempt to develop an institutional quality investment cum trading strategy with small and retail investor in mind. Apart from lack of professional expertise and smaller investible amounts, individual investors also face limitations in their ability to taking short...

Our work aims to develop a stand-alone trading system to construct portfolios that show the benefits of value and momentum style integration and presents the effectiveness of alternative integration methods for long-only absolute return funds, which seeks absolute returns that are not highly...

This research analyzed the effectiveness of Black Swan strategies for the Short-Term Mean-Reversion systems, the risks and rewards profiles of such betting systems based on the S&P500 index. In determining the Black Swan events, the research made use of multiple strategies against two...