Tag Archives: 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

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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!

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 creation and execution. This one gets into finer details including how to:

1. Apply a strategy
2. Update a current portfolio
3. Plot moving average crossover performance
4. Manage position size
5. Plot fixed dollar moving average crossover performance
6. Show strategy transactions
7. Plot average crossover with percent equity entries
8. Pass parameters at the time of application
9. Plot an X month simple moving average system
10. Optimize parameters and plot performance metric

It’s all covered in this free video posting. And as before, this is available to the public only once.

Good trading,
Bryan

P.S. The videos recording will be permanently available to Premium Members
only. Ensure your long-term access to all Premium materials now:

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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!