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What specific algorithmic trading models to prioritize?
Apr 28, 2024 at 23:54
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1 Replies
Biedrs kopš
3 ieraksti
Apr 28, 2024 at 23:54
and also what do you think, how to utilize quantitative models to adjust portfolios' beta coefficient during market downturns, aiming to maintain a target volatility threshold of, say, 15%?
Biedrs kopš
17 ieraksti
May 05, 2024 at 06:03
Sortino ratio is your friend here. There are software packages where you can appropriately model this, and adjust each system's risk to meet your target thresholds.
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