Trustia Docs
  • Welcome to Trustia's Documentation
  • Systematic Investing
    • Introduction
    • Guide to launch your strategy
      • Requirements
      • Step 1 - Strategy Configuration
        • Weighting Selection
          • Strategy Selection
          • Minimum and Maximum Allocation Selection
          • Additional Parameters selection
        • Ocurence rebalancement Selection
        • Capital Protection Configuration
          • Enable Capital Protection
          • Floor Percentage Configuration
          • Multiplier configuration
        • Exchange configuration
          • Exchange API Key
          • Invested Amount
        • AI Asset Selector
          • Asset Pool Size
          • Include / Exclude Categories
        • Validate the configuration
      • Step 2 - Assets selection
        • Auto-suggest
        • Add / Select Assets
        • Search Assets
        • Validate Assets selection
      • Step 3 - Backtest & launch
        • Compare your results
        • Global Information
        • Performance
        • Returns metrics
        • Ratios Metrics
        • Volatilities Metrics
        • Value at Risk Metrics
        • Trustia Charts Generator
          • Portfolio Performance
          • Drawdown
          • Weightings
          • Portfolio vs Components
          • Ratios Analysis
          • Efficiency Frontier
          • Historical Volatility
          • Values at Risk
          • Covariance Matrix
          • Correlation Matrix
        • Launch your Strategy
    • Features
      • Innovative Weighting Strategies: A Customized Approach
      • Dynamic Asset Allocation
      • Capital Protection
      • Backtesting
    • Algorithms Models
      • Equal
      • Market Capitalization
      • Maximum Sharpe Ratio
      • Minimum Volatility
      • Efficient Risk
      • Efficient Return
      • Maximum Return / Minimum Volatility
      • Inverse Variance
      • Maximum Diversification
      • Maximum Decorrelation
    • Available Trading Platforms
      • Binance Connect
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      • Coming Soon DEX / CEX
  • Risk management Framework
    • Capital Protection
    • Risk Measures
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      • Adjusted Returns
      • Volatility
      • Maximum Drawdown
      • Downside Deviation
      • Ordinary Least Squares Method
    • Values at Risk
      • Historical VaR
      • Variance-Covariance VaR
      • Monte Carlo VaR
    • Ratios
      • Sharpe Ratio
      • Calmar Ratio
      • Treynor Ratio
      • Sortino Ratio
    • Backtesting Framework
      • Features
      • Monte Carlo Simulations
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  1. Systematic Investing
  2. Guide to launch your strategy
  3. Step 1 - Strategy Configuration
  4. Weighting Selection

Additional Parameters selection

Refine your strategy with additional parameters for Max Return/Min Volatility, and Efficient Risk/Return strategies, tailoring to your risk appetite and return goals.

PreviousMinimum and Maximum Allocation SelectionNextOcurence rebalancement Selection

Last updated 1 year ago

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Additional parameters

Additional parameters are only available for the strategies: Max Return / Min Volatility, Efficient Risk and Efficient Return strategies

Fine-Tuning Your Strategy with Additional Parameters

For investors adopting the Max Return / Min Volatility, Efficient Risk, and Efficient Return strategies, additional parameters play a vital role in aligning your portfolio with your specific risk preferences and return objectives. These parameters are essential in customizing these strategies to your individual investment profile.

    • In the Max Return / Min Volatility strategy, your risk aversion is a crucial factor. This is represented by a parameter ranging from 1 to 100.

    • A higher value indicates a greater aversion to risk, prompting the strategy to lean towards minimizing volatility.

    • Conversely, a lower value suggests a lower risk aversion, allowing for a strategy that pursues higher returns despite the associated risks.

    • For both the Efficient Risk and Efficient Return strategies, the target return plays a pivotal role.

    • This target is calculated based on the capital invested in your portfolio plus the desired profit.

    • The additional parameter here is the percentage of your target return on the portfolio, guiding the strategy towards achieving your specified financial goals.

Implementing Your Strategy Adjustments

  • Max Return / Min Volatility: Clearly indicate your level of risk aversion to ensure the strategy aligns with your comfort level in handling market fluctuations.

  • Efficient Risk & Efficient Return: Define your target return as a percentage, providing a clear goal for the portfolio's performance.

By fine-tuning these additional parameters, you gain greater control over your investment strategy, ensuring it accurately reflects your risk tolerance and return expectations. These settings are key in developing a portfolio that not only strives to meet your financial objectives but also aligns with your personal approach to risk and return management. With these adjustments, your portfolio is better equipped to navigate the complexities of the financial markets, tailored to your unique investment profile.

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Max Return / Min Volatility
Efficient Risk
Efficient Return
Example with Max Return - Min Vol
Example with Efficient Risk
Example with Efficiency Return
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