There is a great number of factors to take into account when building and managing an investment portfolio. It is widely believed that a proper set-up of the portfolio combined with a good, robust management strategy is the key to successful investment. In this paper, we aim at an analysis of two aspects that may have an impact on investment performance: diversity of assets and inclusion of cash in the portfolio. We also propose two new management strategies based on the MACD and RSI factors known from technical analysis. Monte Carlo simulations within the Heston model of a market are used to perform numerical experiments.

中文翻译：

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赫斯顿市场模型中投资组合管理的高级策略

建立和管理投资组合时，需要考虑很多因素。人们普遍认为，适当组合投资组合以及良好，稳健的管理策略是成功投资的关键。在本文中，我们旨在分析可能对投资绩效产生影响的两个方面：资产的多样性和现金包括在投资组合中。我们还根据技术分析中已知的MACD和RSI因素，提出了两种新的管理策略。市场的Heston模型中的蒙特卡洛模拟用于执行数值实验。