# measure

## Easy way to measure slope of a trend of crypto currency

Easy way to measure slope of a trend of crypto currency Why linear regression? Easiest way to calculate slope of a line. This uses linear regression as in the Stackoverflow example provided. Do understand this is another way of measuring the slope of the trend lines I like to look at in my cryptocurrency data. …

## Smart beta crucial to measure trading risk

Smart beta crucial to measure trading risk This is an import risk metric I use to assess when choosing a long vs short in my upcoming Abritrage Phase of upcoming trading course. See video below to see detail of this next phase which should start early May Thanks to Super Nuno who sent this via …

## How does our call \$WTI call measure against \$KIE ETF

How does our call \$WTI call measure against \$KIE ETF Analysis of our picked insurance stock vs the largest insurance ETF. Could this validate our system? More tests on the way http://finance.yahoo.com/echarts?s=KIE+Interactive#{“comparisons”:”^GSPC,IBB,^HXR”,”comparisonsColors”:”#cc0000,#009999,#ff00ff”,”comparisonsWidths”:”1,1,1″,”comparisonsGhosting”:”0,0,0″,”range”:”5d”,”allowChartStacking”:true} http://www.bloomberg.com/news/articles/2015-06-15/goldman-sachs-all-those-cyber-attacks-are-good-for-this-index http://finance.yahoo.com/echarts?s=WTM+Interactive#{“comparisons”:”^GSPC,WTM,RE,KIE”,”comparisonsColors”:”#cc0000,,#009999,#009999″,”comparisonsWidths”:”1,1,1,1″,”comparisonsGhosting”:”0,0,0,0″,”range”:”5d”,”allowChartStacking”:true} Join my FREE newsletter to see how this trading system measures   NOTE I now post my TRADING ALERTS into my …

## Simplest way to calculate your own beta to measure position weight allocation against portfolio or theme

Simplest way to calculate your own beta to measure position weight allocation against portfolio or theme This calculation can be used to figure out your beta of returns of closing price. Do this in order: 1. Download the closing price of your stock and index( i.e. S&P 500) to calculate returns 2. Use both returns …

## Anyone using Kelly Criterion to measure winning losing trading ratio for next for next amount?

Anyone using Kelly Criterion to measure winning losing trading ratio for next for next amount? The title says it all as part of your risk management. I am looking for opinions on this technique called Kelly Criterion so let me know Join my FREE Newsletter to learn more about risk management techniques NOTE I now …

## Just posted: What metrics I use to measure my long and short trades for spread trading opportunity

Just posted: What metrics I use to measure my long and short trades for spread trading opportunity Yes i did just post this for my members witha quick video to identify these metric. I also reveal how to retrieve the data: http://quantlabs.net/academy/metrics-use-measure-long-short-trades-spread-trading-opportunity/ This quick video explains it as part of my long and sort to …

## Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka MAPE?

Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka MAPE? As usual these are unknown so the set of examples is very limited http://stackoverflow.com/questions/9104171/how-to-calculate-mape-for-training-test-set-in-application-of-neural-network-in <– rolling window for machine learning http://www.mathworks.com/matlabcentral/fileexchange/15130-error-related-performance-metrics/content/errperf.m http://www.mathworks.com/matlabcentral/fileexchange/15130-error-related-performance-metrics http://www.mathworks.com/matlabcentral/fileexchange/31562-data-driven-fitting-with-matlab/content/Load_Forecasting.m http://www.mathworks.com/matlabcentral/fileexchange/31562-data-driven-fitting-with-matlab Join my FREE newsletter to see how we could implement this for …

## A couple of examples of using mean absolute deviation to measure portfolio risk with Matlab

A couple of examples of using mean absolute deviation to measure portfolio risk with Matlab   NOTE: These really don’t help market forecasting, get a portfolio firsh to start using. There are not of examples here but you could go with these: http://www.mathworks.com/help/finance/portfoliomad.estimateportrisk.html http://www.mathworks.com/help/finance/mean-absolute-deviation-portfolio-optimization.html Standard deviation vs mean deviation explanation: http://forums.udacity.com/questions/10006597/standard-deviation-vs-mean-absolute-deviation http://www.mathsisfun.com/data/standard-deviation.html Join my FREE …

## I am looking for ideas about how to measure an organization’s maturity in the use of data quant analytics

I am looking for ideas about how to measure an organization’s maturity in the use of data quant analytics. Does anyone have experience with this type of problem – what methods have you used?   — TDWI has several measures of this type available. I believe they have one for BI.   == The book …

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