The double trump portfolio as the core of sustainable decision making strategy in currency markets

Abstract

The main goal of the paper is to form the concept of the sustainable investment decisions strategy in the exchange market, the general idea of which — sustainable investment decisions strategy in the financial market - is presented in one of the papers of this conference. The paper aims to ground the possibilities and main principles of such strategy development in the global FOREX market, to analyse the expediency and possibilities of its practical use for various investors- The core of the sustainable investment in the exchange market strategy is selected the so-called double trump model, the development of which is grounded on the adequate for investment decisions reliability assessment portfolio model, and also on the high reliability and accuracy guaranteeing exchange rate forecasting system and stochastical optimization methods, based on computer imitation technologies, In order to demonstrate the possibilities of the proposed strategy, authors perform a broad sustainable investment decisions strategy search experiment in the global FOREX exchange market- The experiment attempts to prove that almost in every time moment there is a possibility to start strategy implementation in this market and to achieve the results exceeding market generated effect.