GeWorko

GeWorko method (GeWorko model) – is a method of synthetic financial instruments composition, based on elementary assets: currency pairs, equities, commodity futures, etc. The essence of this method is an expression of a basic asset/portfolio value through the quoted asset/portfolio value on the basis of their quotient. The GeWorko method expands a Forex cross rate model to arbitrary assets and asset portfolios.

Personal Composite Instrument (PCI) is a product of GeWorko model realization. PCI possesses calculated historical quotes, and is considered to be a unit of BUY/SELL operations in accordance with the selected operational volume. A set of possible trading strategies based on PCI includes, but is not limited to pairs trade, spread trading and portfolio investment. Composition and structure of a personal composite instrument are defined by investor via trading software of PCI composition. The GeWorko model expresses an individual approach of investor to the analysis of financial markets. It allows comparing the values of portfolios and forecasting of industries or economical sectors relative development on the basis of an individual approach to market analysis.

See also

• Personal Composite Instrument
• Pairs trade
• Portfolio