Discussion in 'Technical Analysis' started by zhernovkov, Aug 31, 2011.

  1. Does exist indicator that indicates the maximum price risk in case long position with considering the last segment time?
  2. No. Build your own.
  3. stdev of return * 2 (roughly 98% VaR)

  4. Maximum price risk is the price you have paid. there is always a small probability that it will go to zero.

    If you were looking for the mean risk, then this is a different question.