Step 3: Portfolio Design and Implementation

Modern portfolio theory states that selecting an optimal combination of assets in an investment portfolio is essential in order to produce the least possible risk for a given level of return.

Moreover, allocation to non-correlated investments reduces the overall portfolio risk, while enhancing overall portfolio returns.

We believe than an optimal portfolio provides diversification across market sectors as well as across trading methodologies.

Next: Step 4: Portfolio risk management, monitoring and review