Forum: Platforms and Indicators
April 12th, 2016, 02:39 AM
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Replies: 4
Views: 1,456
I don't think single trading accounts can be...
I don't think single trading accounts can be treated like Funds or portfolios, at least not for an algorithm running 24/7 on a single product.
This is my take on how Sharpe might be made...
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Forum: Platforms and Indicators
April 10th, 2016, 07:25 PM
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Replies: 4
Views: 1,456
Measures of risk
Hi all,
I would appreciate your help. I'm pressured to show my risk ratios for one product on intraday.
Grumble: I understand the value of injecting high-risk/high-reward projects (such as...
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