[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!
24% return with SU.TO CP IBB low drawdown 24 pc expected return with SU.TO CP IBB low drawdown This is decent little portfolio to start with as described in this short video. I also got a 20 minute tutorial how to set this up. This Matlab project should be part of your arsenal Join my …
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 …
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? 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 …
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Check NEW site on stock forex and ETF analysis and automation
