Archive for January, 2011

Trying to Measure a Trading System’s Robustness : The Hardness Index

On Yesterday’s post I talked about the Ulcer Index and how this measurement – along with the Pain Index – allows us to see how easy or difficult it is to trade a strategy from a psychological point of view. Both of these indexes use draw down period lengths and depths as a way to […]

Subscribe to RSS Feed Follow me on Twitter!
Show Buttons
Hide Buttons