The base of portfolio management service consists of several famous modified and proprietary methods implemented through algorithms. These algorithms of portfolio and risks management minimizes investment risks taking into account several limitations on liquidity, transactions frequency, etc.
The approach used is differing from classical Harry Max Markowitz’ approach. The main difference is absence of “wait for profitability” term, which makes it possible to eliminate “optimal portfolio structure – stocks price history variation” dependence.
Portfolio and risk management algorithms also allow taking broker’ tariff policy into consideration: either when commission fee is paid upon transaction or as percentage from number of stock in trade.
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