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?
Disclaimer:
The purpose of this presentation is to educate and to provide transparency regarding our research me