In this article we will learn about additional statistical indicators which will help us to determine whether a trading strategy is healthy or broken. We will specifically talk about maximum quantile loss (maxQL) and implied time under water (ITuW).
About Oliver HallerOliver Haller started trading in 1999. Since 2016 he focused on algorithmic trading of futures. Now he is licensing the strategies created by him and his team of futures traders to professional and retail investors.
Learn how to monitor your trading performance on strategy and portfolio level with the help of statistics. This is the first article in a series that will introduce you to the basics.
Did you ever try leasing a trading strategy? If you do, you know that the biggest challenge is distinguishing the working trading strategies from the rotten ones. In this article I will show you how to tell the difference between a trading strategy that works and the ones that don’t.
Futures Trading is associated with risks you should be aware of. If the market moves a lot, a futures market may be closed any you may not be able to trade. This is similar to the stock market, but since you may have a much higher leverage this could effect you significantly.
When looking at trading strategies we often distinguish between day and swing trading strategies. In this article I would like to analyze in detail the difference between the two so that you can decide which one fit’s needs.
Many people wonder whether algorithmic trading the way we do – in the timeframe of minutes, days, or weeks – can really work, since they often relate this to high frequency trading, expensive IT equipment, or a hedge fund with hundreds of PhDs. In this article I would like to discuss first on a theoretical basis and then a bit more practical why and how it can work.
When trading you have the choice of many different methods. The one which stood the test of time is break-out trading. It is the method that worked best in the past and still generates very robust and profitable results. It is also the method we use for our trading. In this article you will learn how break-out strategies work, why you should use them too, their most important elements, the KPIs, and for which markets they works best.