Dear all,
on Umanot.com website we have published 2 new articles in italian on:
- Trading systems performance ratios
- Montecarlo analysis
Here below the links and a short abstract of the above articles :
1. Performance indicators for Trading Systems and Portfolio Management:
Ranking & rating; Performance indicators, mostly based on MultiCharts report: Upside Potential Ratio, Sortino ratio, Fouse index, Calmar Ratio, MAR Ratio, Sterling Ratio, Omega index.
2. Montecarlo simulation:
How Montecarlo analysis works; Backtesting with Montecarlo simulation; Type of analysis; How to use Montecarlo simulation with Excel.
Hope this help!
http://www.umanot.com/it/articoli-e-vid ... e-portfoli
http://www.umanot.com/it/articoli-e-vid ... montecarlo
New ITALIAN articles
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