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Best Performing Forex Pair Should Hugely Increase Your Expected Return And Sharpe Ratio

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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 …

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Portfolio Optimization for Expected Sortino ratio

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Portfolio Optimization for Expected Sortino ratio Correction has been made to adjust for highly volatile currency/forex pairs. This mix of optimal weights give highest forecasted Sortino ratio for the potential next time period. http://www.investopedia.com/terms/s/sortinoratio.asp http://www.investopedia.com/terms/s/sharperatio.asp Corrected https://www.rcmalternatives.com/2013/09/sortino-ratio-are-you-calculating-it-wrong/     NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry …

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