Hello,

If you are interested in Forex Portfolio Management you probably have already read my article for the FX Article Contest - September 2012 (sorry I do not link the article here to respect spam rules of the contest).

I open this discussion because that article can be the first one of a Practical Forex Portfolio Management Series of articles. These articles are intended to cover very practical approaches, concise and precise information, and JForex implementations of the all the concepts, all of them related to Forex Portfolio Management.

I would like to know if the topic is worth enough for you, so if you are interested, please let me know with a reply here.

Thank you !
SmithJr

Greetings SmitJR,

Congratulations for the Top spot in the September Contest. I see that you have gained a massive 10 spots advance after the Dukascopy Team of Experts evaluation.

Like I told you in the comment for your article I am interested in Forex Portofolios and Investment Portofolios.
I told you that my opinion is that you have to use Hedging Instruments (Currency Correlations) to lower your risk and tighten your Money Management.

I am very interested in your approach about this subject.

Best regards,
Doctortyby

Dear doctorby,

Comments below,



Thank you very much for your kind words. I really didn't expect to get so many expert points. I am very happy with this second place. I really wanted to share this article with the community, not only to have a chance in the article contest, but mainly to see if there are enough people interested in this subject to discuss and develop something together. This is what I want to share my knowledge about forex portfolio management first, so we can discuss later in the forum other approaches, implementations for JForex, and so on. Everything will be welcome.






Thank you also for your interest in portfolio management. In fact, I totally agree with you on taking the same approach for correlated pares. Note that in the article we are just considering the strength or weakness regarding the RSI, i.e., information that is relevant for one pair only. If we characterise correlations properly (and this is mathematically feasible), we can of course reproduce exactly the same approach as the one is in the article.

If you try, please let me know.

All the best,
SmithJr