Fond bozorida savdo strategiyasi va uni amalga oshirishga yo‘nalishlari
DOI:
https://doi.org/10.5281/zenodo.17090505Keywords:
fond bozori, savdo strategiyasi, momentum, o‘rtachaga qaytish, faktor-investitsiya, likvidlik, tranzaksiya xarajatlari, risk boshqaruvi, algoritmik savdo, tartibga solishAbstract
Ushbu maqolada fond bozorida savdo strategiyalarining nazariy va amaliy asoslari, ularning bozor
mikrostrukturasi, likvidlik, tranzaksiya xarajatlari, risk boshqaruvi va tartibga solish muhitiga bog‘liqligi tahlil qilinadi.
Tadqiqotda momentum, o‘rtachaga qaytish, faktor-investitsiya (qiymat, o‘sish, hajm, sifat), aralash portfel va algoritmik/
arbitraj yondashuvlari solishtirilib, institutsional rivojlanish sharoitida ularni joriy etish bosqichlari belgilangan. Ishda
yirik va chakana investorlar xulqi, ma’lumot assimetriyasi hamda narx kashfiyotining roli muhokama qilinib, milliy bozor
infratuzilmasi, ma’lumotlar ochiqligi, kliring-hisob-kitob, market-meykerlik va investorlarga mo‘ljallangan ta’lim dasturlari
bilan uzviy bog‘liqligi yoritiladi. Xalqaro tajriba va klassik tadqiqotlar (EMH, anomaliyalar, faktor modellari) asosida mahalliy
sharoitga mos implementatsiya yo‘nalishlari hamda bosqichma-bosqich “yo‘l xaritasi” taklif etiladi
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