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What specific algorithmic trading models to prioritize?
Apr 28, 2024 at 23:54
338 Paparan
1 Replies
Ahli sejak Apr 28, 2024
3 hantaran
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%?
Ahli sejak Mar 17, 2021
17 hantaran
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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