First you calculate the continuously compounded daily return: ln(price today/price previous business day) Next use excel's stdev function...
I see many people discuss correlations and some choose to use price while others focus on returns. I use returns due to an argument that I...
I have seen the system do all that you are referring to and it will probably be released by summer... my very unofficial guesstimation.
Please include me in this forum.
I could help you do this. In my trading, I do an enormous amount of automation. This includes getting data from a variety of different market...
So if me and 20 other guys open our accounts with 5k each (total of 100k of trader capital) and then one of these guys takes a 50k hit then what...
When working with a prop firm, there is no SIPC insurance so how can one determine how secure his capital account is? Can anyone comment on the...
Separate names with a comma.