Tag Archives: Expected

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.

Here was an interesting conversation of Youtube 

Hey Brian, Dofl here. I’m trying to get real-time stock data that would contain pre-market data/historical data. Basically I want to use my own personal scans, etc. Would you be able to recommend any data sources that I can use and parse with java? I know this is off topic of the video, but I really have been l looking for a while. TD Ameritrade seemed promising but unfortunately they aren’t active/don’t allow posting on their API forums, and as a result doesn’t work for me. The existing sources I’ve found on google seem to never have before/after market hours. I know that all the big companies/charting softwares have to get their data somewhere, would you happen to know? Thank you for your time!

good question. It depends on the type of broker where small ones use wholesale brokers. TD Ameritrade would be big enough to have their own network of clients. Most data may also come from  their own prime broker like Citi or Goldman if they provide liquidity.

I see, very interesting. The problem is, I’m trying to get the data so that I can parse it myself. Now, TD-Ameritrade offers an API, but I couldn’t get it to work. I’m not going to burden you and ask you to do a video on it, but I truly think that for us free-stock traders, who want not only to swing-trade, but to day-trade with an edge in the markets, we need that data. I’m really annoyed, because I know I can make the programs I need with my java skills, I just don’t have the data-sources, nor the 1000’s of dollars to throw away just yet lol

It sounds like you need direct market access which means you would need a large account e.g. 500K maybe. This would give you access to the exchanges but you would the to join the line first.

Thanks for reading

P.S. Don’t forget to ask about the offline course deal I have coming up? Once the courses are announced, I will not keep it at this deal!! 

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
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Portfolio Optimization for Expected Sortino ratio

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/

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!