Forum: Psychology and Money Management
January 19th, 2021, 03:29 PM
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Replies: 21
Views: 9,268
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Forum: Psychology and Money Management
August 9th, 2019, 11:04 AM
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Replies: 21
Views: 9,268
But that's kind of the point - it doesn't take...
But that's kind of the point - it doesn't take into account two of those three. It doesn't assess drawdown in any way, in fact it doesn't really assess risk very well at all. It also doesn't assess...
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Forum: Psychology and Money Management
August 7th, 2019, 01:10 PM
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Replies: 21
Views: 9,268
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Forum: Psychology and Money Management
August 7th, 2019, 01:06 PM
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Replies: 21
Views: 9,268
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Forum: Psychology and Money Management
August 7th, 2019, 12:47 PM
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Replies: 21
Views: 9,268
Van Tharpe specifically - i do not.
With...
Van Tharpe specifically - i do not.
With regards to Sharpe Ratio/Downside Volatility there's been lots of research, much that looks at the greater moments of the underlying distribution. Lots of...
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Forum: Psychology and Money Management
August 7th, 2019, 12:35 PM
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Replies: 21
Views: 9,268
For under 100 trades he says
sqrt(#Trades) *...
For under 100 trades he says
sqrt(#Trades) * mean / sd
For over 100 trades he says
sqrt(100) * mean / sd
which is
10 * mean /sd
With regards to SQN ask yourself two questions
1) With regards...
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