How we think
"Risk comes from not knowing what you're doing"
Warren Buffett
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Process |
Any research, model or trading idea should pass particular process stages. |
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System |
Any trading systems should NEVER be based on "believes". |
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Non-normality |
Market is stochastic and there is no "normality" whatsoever on the market. |
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Robustness |
When we test any logic we DO NOT assume something, rather we put this logic into a taught testing. It should work in the neighborhood of any extremum, should be replicable and should work out-of-sample. |
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Diversification |
We use model committees, model diversifications and active portfolio rebalancing. |
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Consistency |
Any trading results should be smooth, consistent and adoptive to the market moves. |
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Risk management |
Risk management framework should be incorporated into any investment process. |
