There are three fundamental ways of testing the validity of an investment algorithm against historical evidence: a) the … investment algorithm should be deployed throughout all market regimes. We denote such assumption the “all-weather” hypothesis …, and the algorithms based on that hypothesis “strategic investment algorithms” (or “investment strategies”).The all …

theory. Research implications/limitations - The research emphasized that in order to get a more diversified investment … allocation which contributes the investment decision-making. However, the current research focused solely on publicly available … volatility that, in consequence, pertains to knowledgeable attributing of investment portfolio proportions of either individual …