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performance metric

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

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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

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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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