Posts Tagged ‘system evaluation’

Measuring trading system risk: Understanding risk outside of historical performance measurements

San Ramón de la Nueva Orán Trading system risk is one of the most important variables to consider when deciding whether or not to trade a given strategy. Traders generally adopt criteria to measure risk that are often misleading, causing significant under-estimations of risk and often heavy loses when the system is traded under live conditions. On today’s post we’re going to […]

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