EAs as part of portfolio set - page 11

[Sergey Golubev]

Portfolio optimization in Forex: Synthesis of VaR and Markowitz theory

In general, the main conclusion is this: a cool trading system is not just equations from a textbook. Here you need to understand the market, be savvy in technology, and it is especially important to be able to keep risks in check. All these developments can now be applied to other markets, not only to Forex. Although there is still room for growth, the foundation is already there, and it works.