The Features of Building a Portfolio of Trading Strategies Using the SAS OPTMODEL Procedure

Terentiev, Oleksandr; Prosiankina-Zharova, Tatyana; Savastiyanov, Volodymyr; Lakhno, Valerii; Kolmakova, Vira

The Features of Building a Portfolio of Trading Strategies Using the SAS OPTMODEL Procedure

Файли

Computation_2021_9_7_P.1-18.pdf (316.18 KB)

Дата

2021

Автори

Terentiev, Oleksandr

Prosiankina-Zharova, Tatyana

Savastiyanov, Volodymyr

Lakhno, Valerii

Kolmakova, Vira

Ключові слова

cryptocurrency, portfolio of strategies, trading strategy, algorithmic trading, robust portfolio, SAS

Бібліографічний опис

The Features of Building a Portfolio of Trading Strategies Using the SAS OPTMODEL Procedure / Oleksandr Terentiev, Tatyana Prosiankina-Zharova, Volodymyr Savastiyanov, Valerii Lakhno, Vira Kolmakova // Computation. - 2021. - Volume 9, Issue 7. - P. 1-18.