Currency Portfolio

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This is expected to be a fine example of what is happening in the Currency marketplace. Please do not hesitate to contact to learn more about the methodology or the data source.

Currency - Efficient Frontier

Here is the efficient frontier calculated for 8 different currencies (AUD, NZD, ZAR, EUR, USD, GBP, CAD, and BRL) against the Norwegian kroner (NOK) - Short position is allowed - Risk is derived from exponentially weighted standard deviation giving more weight to recent data. The portfolio with the highest Sharp ratio is indicated with a big red dot.

Your Best Friend the Trend - Technical Analysis

This efficient frontier is arrived from historical data and there is no guarantee that the future market will follow that trend again. Technical analysis is sometimes used to evaluate if a certain portfolio is trending down, up or sideways. Moreover, if it is likely to meet resistance or support nearby. Short said, any indications from the technical analysis arsenal that helps finding a positively trending portfolio.

 Portfolio Investment

The portfolio with the highest sharp ratio (the big red dot on the efficient frontier) has also interesting trend from 2000 as seen as the bold red line. Moreover, investing 100 NOK in such portfolio 1st of February would have performed as shown in the two graphs below.

 Analysis can be made available for various markets - Just ask!