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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
13 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.
Mottos are corny. Just find an edge, test it rigorously and trade it.
*Spams netiks pieļauts, un tā rezultātā var slēgt kontu.
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