The Analysis and Computations in Determining a Financial Proxy Corresponding to De-Trending

The purpose of this paper is to analyse the system dynamics of the trading strategy called the mixed-mix portfolio for effective utility of the strategy. The focus is on the impact of the volatility in the financial growth and transaction costs under this portfolio strategy. In addition we justify and design a system that sufficiently utilizes the presence of volatility. A counter intuitive dynamical system approach is considered to counter the unrealised infinitesimal rates based on the financial engineered foundation on how to render a stochastic process to a stationary process