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performance metric

How to use performance metric like Sharpe Ratio to reduce your drawdown in your trading?

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 …

How to use performance metric like Sharpe Ratio to reduce your drawdown in your trading? Read More »

Important Videos Coming: R source code for SMA system, Manage position size, Optimize parameters, plot performance metric

Hi there, Due to popular demand, I’m doing a second quant trading video posting featuring crucial R scripts you need in your HFT (and other quant) trading arsenal. Altogether, it’s composed of R sample scripts and the source PDF with a 25 minute video presentation too. The most recent posting covers portfolios, statistics and strategy …

Important Videos Coming: R source code for SMA system, Manage position size, Optimize parameters, plot performance metric Read More »

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