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4 - Performance Metrics | Quant Trading In Futures
Managed Futures Finalyze Capital Retail Program Views: 1

How do we evaluate a trading strategy?

What metrics measure risk-adjusted returns in terms of volatility?

What metrics measure risk-adjusted returns in terms of worst-case-scenario loss?

What metrics measure risk-adjusted returns in terms of correlation to the stock market?

How do we annualize the Sharpe ratio and why does the risk-free rate fall out of the Sharpe ratio formula for futures?

Playlist - https://www.youtube.com/watch?v=DFgm5...

Slides - https://drive.google.com/file/d/1PgSt...

Email - joefennesse


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