01 · Build
Strategies
Instruments, allocation methods, risk conditions, position exits — and composing several strategies into one portfolio.
16 guides · 290 questions · 55 termsUPDATED 2026-09-25
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03 · Hold
Foundations
GuidesHow it's done
16 guidesQuestionsQuick answers
290 questionseach one lands on the exact answer
- What does a strategy contain?
- Why build a strategy instead of picking instruments by hand?
- How is a strategy different from a combined strategy?
- Which Asset selection surface does each strategy type give you?
All questions on Strategies →Show less ↑
grouped by the page that answers them
from Choosing a strategy type
- Which Asset selection surface does each strategy type give you?
- What is the Single instrument type for?
- What is the Multiple instruments type for?
- What is the Screener type for?
- What is the Full setup type for?
- Can you change the strategy type later?
- What happens to your selection when you switch strategy type?
from Position exits
from Average momentum
from Beta Neutral
from Black-Litterman
from Calculation window
from Clustering
from Combined weighting
from Condition types
from Confirmation delay
from Contracts
from Covariance matrix
from Equal Weights
from Execution time
from Exit reason
from Fixed Weights
from Floating
from Inverse Volatility
from Market Cap Weighted
from Max hold months
from Max positions
from Mimicking
from Min Correlation
from Minimum CVaR
- What does Minimum CVaR minimise?
- What is the tail share?
- What happens when the window is too short for the tail share?
- What is Scenario CVaR?
- What does the robustness radius do?
- What are joint-crash scenarios?
- How does Fincanva handle it?
- Which plan includes Minimum CVaR and Scenario CVaR?
- What does it look like in practice?
from Minimum MAD
from Percent change
from Ranking-Based
from Raw price
from Reinvest delay
from Risk condition
from Risk Parity
from Risk templates
from Risk-On and Risk-Off
from Robust worst case
from Seed universe
from Stop loss
from Take profit
TermsThe words of this section
55 terms- Allocation and allocation method
- Beta Neutral
- Black-Litterman
- Calculation window
- Combined weighting
- Conditional Drawdown at Risk
- Covariance matrix
- Direction: Long-only, Long + Short, Short-only
- Entropic Value at Risk
- Equal Weights
- Fixed Weights
- Floating
- Hierarchical Equal Risk Contribution
- Hierarchical Risk Parity
- Inverse Volatility
- Market Cap Weighted
- Maximum Diversification
- Mimicking
- Min Correlation
- Minimum CVaR
- Minimum MAD
- Modern Portfolio Theory
- Nested Clustered Optimization
- Ranking-Based
- Risk measure selection
- Risk Parity
- Robust worst case
- Seed universe
- Single-asset simplification
- Stochastic programming
- Auto-rebalance on flip
- Average momentum
- Clustering
- Condition types
- Confirmation delay
- Hidden regimes (Markov)
- Per-strategy risk layer
- Percent change
- Raw price
- Risk condition
- Risk templates
- Risk-Off canonicalization
- Risk-On and Risk-Off
- Simple moving average (SMA)
- Strategy's own performance
- Two-condition combination
- Whipsaw
- Contracts
- Execution time
- Exit reason
- Max hold months
- Max positions
- Reinvest delay
- Stop loss
- Take profit
Looking for a word from another section? All terms A–Z →
Fincanva is for education and illustration only. It is not personalised financial advice, and past or simulated results do not predict future ones. Read the Terms Addendum
STRATEGIES · 71 PAGES