МОДЕЛЮВАННЯ ІНВЕСТИЦІЙНОГО ФОНДУ АКЦІЙ ІЗ ЗАСТОСУВАННЯМ СТРАТЕГІЙ КЕРУВАННЯ ФІНАНСОВИМИ ДЕРИВАТИВАМИ ТА ХЕДЖУВАННЯ

Abstract

The article is devoted to the investigation of determining an effective method of modeling investment and option portfolios, as well as creating a software product that can automate the process of achieving such goals. In times of economic instability, the critical goal for investors is to reduce the risk of losing profits. Before creating your investment portfolio, you need to determine its management strategy's specific goals and objectives, priorities in choosing stock assets for investment, and to form the proportions of investment resources in different types of portfolios. The most used portfolio strategies factors of market volatility, therefore, it is advisable to modify existing models and use newer methods to form a strategy for managing the investment portfolio to reduce risk. During the work, various methods of forecasting market stock prices were investigated, a model was developed to determine the optimal investment portfolio and its value. After that, this algorithm was automated as a developed software application. The result of the investigation is the creation of a combined model of portfolio management, which predicts the development of used stock assets and creates a strategy for managing them on the basis of the obtained forecast data. The model also calculates the expected profit and investment strategy in case of unexpected changes in the market. The effectiveness of the model is tested on the forecast and actual historical data for the period under review. The modeling examined 7 stocks, including Tesla, Netflix, Amazon, Alphabet Inc., Facebook, Restoration Hardware Holdings, and EPAM. The model adapts to the types of stocks under consideration and adjusts its forecasts to obtain a minimum error from the actual ones. At the output, the model issues a portfolio management strategy for the next month, based on basic forecast data.