Adapting Efficient Frontier Calculation Timeframes to Swing Trading

When adapting Modern Portfolio techniques such as the Efficient Frontier to a much shorter Swing Trading timeframe, it is necessary to change the calculation timeframe of the key metrics to get reliable results. This video also considers re-calculation intervals based on the rapidly changing portfolio when Swing and Day Trading. These re-calculations are typically required when key trading actions occur, such as position opening and position closing.

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#EfficientFrontier, #CalculationTimeframes, #DayTrading, #SwingTrading, #ShortTermTrading, #ModernPortfolioTheory, #MPT, #PortfolioManagement, #HourlyPriceData, #Darwinex

This is Episode 34 in the Darwinex 'Institutional-Grade Risk Management Techniques' Playlist: https://youtube.com/playlist?list=PLv-cA-4O3y979Ltr9wQ2lRJu1INve3RCM

Video Contents:
00:00 Adapting Calculation Timeframes for Modern Portfolio Theory
00:16 Why Darwinex?
01:05 Adapting MPT to Swing Trading and Day Trading
02:20 Calculation Timeframes for Portfolio Management Metrics
03:49 Comparing Traditional and Trading-Based MPT
07:14 Summary and Next Episode

Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.

Risk disclosure: https://www.darwinex.com/legal/risk-disclaimer

Видео Adapting Efficient Frontier Calculation Timeframes to Swing Trading канала Darwinex