Instead of Sharpe Ratio, I would take the Sortino and or Omega one. MAR Ratio is a good measure as well. Basically, every measure, which...
Hi, I just read an article about CTA trend following calibration suggestoins. In the article a cross over moving average with 20 50 and 200...
Hi guys, I am new in this forum and I am wondering why I haven't found this webpage earlier. I had some modules with respect to price...
Separate names with a comma.