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Stop-Loss Research

Research in stop-losses. Out-of-sample deep understanding of different stop-loss strategies applied both on the portfolio and component level.

Team Management / Investment banks / Out of Sample Test / Reports / Research / Risk Management / Trading system / Hedge Fund / 3D Optimisation

Our company led the development cycle of a stop-loss strategies (data analysis, out of sample testing, modelling, 3D optimisations, robustness cheking, stress-testing, portfolio level testing). We made a complete service range of teaching (i.e. franchising our "know-how") the client's existed team.
Written in Java. Uses out of sample technique in order to study the proper stop-loss strategy. Stop-loss strategies studied from the different points of view. Used in the real-time trading for the private investor needs.