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OECD Measure a way to value forex curency value

OECD Measure a way to value forex currency value Just found this on my Bloomberg News consumption Join my FREE newsletteter to learn more about learn more how I handle new FX indicators for automated trading https://data.oecd.org/conversion/exchange-rates.htm https://data.oecd.org/conversion/purchasing-power-parities-ppp.htm https://www.oecd.org/std/prices-ppp/purchasingpowerparitiespppsdata.htm https://www.bloomberg.com/news/articles/2017-01-31/euro-is-g-10-s-most-undervalued-currency-by-oecd-measure-chart NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t …

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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 …

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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 …

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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 …

Anyone using Kelly Criterion to measure winning losing trading ratio for next for next amount? Read More »

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 …

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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 …

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

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 …

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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 …

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

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