With double trump boat through turbulent markets oceans

Abstract

The paper describes the search for possibilities to absorb the consequences of volatility and recession for investors in financial markets. The task is performed using the so-called double trump model, when using historical data in retrospect positive decisions possibilities are pursued. Performed evaluations allow to believe that such possibilities have been possible in a long period of markets recession. Along with that a discussion is broadened about efficient financial market hypothesis, however, not by trying to overtake the market, but by trying to certify market unhomogeneity - i.e. to show that there are always some inefficiency shoals in financial market, where it is possible to develop a decisions strategy allowing during long enough period of time to have an advantage over decisions of the generalized market index. Several retrospective decisions management scenarios in global capital markets during 2007.01.01. - 2009.03.01 time period and in FOREX market during 2008.12.07 - 2009.04.07 time period were performed. They allow to anticipate their success, as well as the success of the real-time decisions being currently performed, the results of which will be presented during the conference.