Comparison of Profitability of Passive and Active Investment Available for the Russian Individual Investor on Foreign Trading Platforms

Student: Shaparenko Mikhail

Educational Programme: Financial Engineering (Master)

Final Grade: 8

Year of Graduation: 2020

This work is devoted to assessing the effectiveness of investment strategies in the US stock market for a Russian private individual investor. The study was conducted on the basis of several strategies and was primarily compared with the S&P 500 for period from 1993 - 2020. The results show that this type of strategy outperforms index investment for a variety of criteria.

Full text (added May 24, 2020)

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