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drawdown

Monday was a massive #drawdown for #hedgefund

[igp-video src=”” poster=”https://quantlabs.net/blog/wp-content/uploads/2015/07/Monday-was-a-massive-drawdown-for-hedgefund.jpg” size=”large”] NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!

How to use performance metric like Sharpe Ratio to reduce your drawdown in your trading?

How to use performance metric like Sharpe Ratio to reduce your drawdown in your trading? Again, thank to my NYC source for providing this http://www.stat.cmu.edu/~abrock/algotrading/page9.html Find out how we plan to do this through our FREE newsletter NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I …

How to use performance metric like Sharpe Ratio to reduce your drawdown in your trading? Read More »

Webinar coming on charting, max drawdown, Beta estimating with CAPM, and Sharpe Radtio

HI there I have now completed the analysis with Matlab’s Financial Toolbox. I am even doing an EXCLUSIVE online event for taking questions from my  QuantLabs.net Premium members on this and the Econometrics toolbox. –> JOIN NOW TO GET ACCESS <– Get in on this event which happen this Monday Mar 18 at 7PM EST! …

Webinar coming on charting, max drawdown, Beta estimating with CAPM, and Sharpe Radtio Read More »

Strategy out of an academic paper. 16.5 % return at 2.36 sharpe, max drawdown 6.9% through 1999-2010. Is this good, medium or bad?

Strategy out of an academic paper. 16.5 % return at 2.36 sharpe, max drawdown 6.9% through 1999-2010. Is this good, medium or bad? Equity curve, year by year statistics and relative performance here Powered by Google Docs docs.google.com   == Looks ok, but really these 2 pages does not give much information. Hss this been …

Strategy out of an academic paper. 16.5 % return at 2.36 sharpe, max drawdown 6.9% through 1999-2010. Is this good, medium or bad? Read More »

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