THE USE OF SHORT-TERM INVESTMENT OPTIMIZATION MODEL IN EXCEL TO FUTURES CONTRACTS

In the article the features of application of genetic algorithm for evaluating investment performance of basic and derivative financial instruments. The analysis of the comparative effectiveness of long-term investment in the underlying asset and futures dollar / ruble. A modernized version of the computational model, which allows to take into account losses in the futures expiry. The comparison of the results of optimization of the original and the updated calculation model. Recommendations on the use of modernized calculation model.