Position Sizing Methods and their Role in Systematic Trading
ثبت نشده
چکیده
منابع مشابه
UPFC Siting and Sizing in Power Network Using Two Different Evolutionary Algorithm
In emerging electric power systems, increased transactions often lead to the situations where the system no longer remains in secure operating region. The flexible Ac transmission system (FACTS) controllers can play an important role in the power system security enhancement. However, due to high capital investment, it is necessary to locate these controllers optimally in the power system. FACTS...
متن کاملجایگاه شهر قشم در توسعه اقتصاد منطقهای
Thanks to such important islands as Kish and Qeshm, Iran has gained a strategic position in the Persian Gulf therefore, analyzing the economic and developmental role of such regions seems important in the regional development of the nation. The current article aims at investigating and analyzing the role of Qeshm in regional development. The research is applied, type-wise, and the data were col...
متن کاملOPTIMAL LOT-SIZING DECISIONS WITH INTEGRATED PURCHASING, MANUFACTURING AND ASSEMBLING FOR REMANUFACTURING SYSTEMS
This work applies fuzzy sets to the integration of purchasing, manufacturing and assembling of production planning decisions with multiple suppliers, multiple components and multiple machines in remanufacturing systems. The developed fuzzy multi-objective linear programming model (FMOLP) simultaneously minimizes total costs, total $text{CO}_2$ emissions and total lead time with reference to cus...
متن کاملThe Position of University Classification in Iran and International Arena; A Systematic Review
Background: Providing an appropriate background is essential for necessary changes and innovation in the higher education, the need to review the classification criteria and development of the type of native criteria and local standards which match the cultural and scientific requirements of the country. Investigating the possible types of indicators to adjusted accurately and objectively is im...
متن کاملModeling and Analyzing Incremental Quantity Discounts in Transportation Costs for a Joint Economic Lot Sizing Problem
Joint economic lot sizing (JELS) addresses integrated inventory models in a supply chain. Most of the studies in this field either do not consider the role of the transportation cost in their analysis or consider transportation cost as a fixed part of the ordering costs. In this article, a model is developed to analyze an incremental quantity discount in transportation cost. Appropriate equatio...
متن کامل