3 Steps :
|
| 1 – Position direction : |
ACHAT ( Buy-Long ) or VENTE ( Sell-Short ) |
| 2 – Time horizon : |
3 time horizons ( 1 Week, 1 Month or 1 Year ) |
| 3 – Risk degree : |
60 risk degrees ( 0.1, 0.2, …, 6.0 ) |
|
|
60 risk degrees (°R) :
|
| 0.1 … 1.0 |
Low |
| 1.1 … 2.0 |
Medium |
| 2.1 … 3.0 |
High |
| 3.1 … 6.0 |
Very high |
|
More :
|
| °R = |
 ( m, d, t ) |
| Risk degree = |
Equation with 3 key variables : |
| m = |
Market data filtering ( Market conditions ) |
| d = |
Direction controlling ( Buy-Long or Sell-Short ) |
| t = |
Time horizon optimizing ( 1 Week, 1 Month or 1 Year ) |