The stuctured model of investment portfolio formation, management and evaluation in the global currency market

Abstract

This article analyses the role of the global Forex currency market in all the other financial markets, the main features of this market are discussed, which attract the attention of market participants. The conception of optimal portfolio and investment strategies which are used for different needs are described theoretical. The structured (six levels) model of investment portfolios formations, management and evaluation are submitted using statistical data. Research of investment process by created model is performed and the results are submitted. The indicators of profitability, risk, management efficiency, reliability of prediction are calculated to get the results, which helps to choose the optimal portfolio. When the conclusions are provided, short investment period and other limitations are revealed.