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).
Oliver Haller2020-11-02T12:12:46+01:00How to monitor trading performanceOliver Haller2020-11-02T12:12:46+01:00
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.