Investing strategy paper-trading in public - real time stock portfolio correction

Mattew

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What's the opinion of the community on the following investing strategy results?

We are team of of professionals in mathematics, economics and IT (core team members have PhD, MSc). Since 2004 we have united into a research group at Belarusian State University (Minsk).

I want to present to the community with some of our results in stock research.
For that reason we are paper-trading based on our strategy at http://brillianto.com.

In "Investment Management" section you can find:
- Recommendations - real time buy/sell recommendations for each portfolio (low, mid, high)
- Current Portfolios - information on stocks that are currently in the portfolio
- Trade History - historical trades for each portfolio (buy/sell history, holding, return)
- Portfolio History - equity curve of each portfolio comparing to S&P 500, Nasdaq 100, DJ 30

Stocks from NYSE, NASDAQ, AMEX.

Initial date: 01/01/2001
Initial capital: $500k
Maximum percent of the capital that invested into one stock: 5%

Return (per year): 37%
Risk (per year): 18%
Sharpe Ratio: 1.7
Max Drawdown: -19%

Brillianto High risk portfolio:
brillianto-portfolio-en.jpg


S&P 500:
SP500.jpg


What's the community think on the ideas and mathematical models that are inside of the strategy?

We stably outperform the market. But. Are this results any good for the end customers (private or institutional ones)?

Should we keep working on better investment product or should we start moving into asset management company direction?
 
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