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A new standpoint on financial time series, without the use of anymathematical model and of probabilistic tools, yields not only a rigorousapproach of trends and volatility, but also efficient calculations which werealready successfully applied in automatic control and in signal processing. Itis based on a theorem due to P. Cartier and Y. Perrin, which was published in1995. The above results are employed for sketching a dynamical portfolio andstrategy management, without any global optimization technique. Numerouscomputer simulations are presented.

Is a probabilistic modeling really useful in financial engineering? -  A-t-on vraiment besoin d'un mod\`ele probabiliste en ing\'enierie  financi\`ere ?