English to Russian Bus/Financial Investment / Securities

The non Gaussian
nature of system returns distributions preclude the use of standard quadratic optimization techniques in
portfolio construction. Once capital is established for a system, the portfolio of systems is placed along the
efficient frontier utilizing an upside potential model with weights optimized by a neural network, genetic
algorithm procedure. The goal of the program is to adjust weights to systems experiencing *market signature
lock-on*, thus mitigating the effects of markets experiencing tight trading action.