Last week, when introducing How to Measure Position Risk - An Introduction to the VaR Method, it was mentioned that the risk of a portfolio is not equal to the risks of individual assets and is r...
Controlling risk is a skill that every investor needs to learn. With the rapidly changing and evolving cryptocurrency market, algorithmic traders need to focus on risk management especially. This is b...
Risk and money management are absolutely critical topics in quantitative trading. We have yet to explore these concepts in any reasonable amount of detail beyond stating the different sources of risk ...
Backtesting is the research process of applying a trading strategy idea to historical data in order to ascertain past performance. In particular, a backtester makes no guarantee about the future perfo...