Tag Archives: Combining

Combining best performing forex pair should hugely increase your expected return and Sharpe Ratio

Combining best performing forex pair should hugely increase your expected return and Sharpe Ratio

Proper metrics under proper conditions

The first little bit talks about the combination. I have tested this on multiple time frames but usually find these 2 best performing currency pairs historically will give you highest expected rate of return and expected Sharpe as well.

Note that there is a gap of blackness in video so just wait to see the detailed analysis.

Do realize that this technique can be applied to any asset class universally.

If you are interested in how the Portfolio Optimization, I have various videos that showcase this 

 

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