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Home
Portfolios
Alpha Fund
Lambda Fund
Sigma Fund
Quantfish Capital
Portfolio Snapshots
Portfolio Analysis
Indices
Quantfish: FGWE
Quantfish: OPXS
Quantfish: Verified Indices
How to Invest?
Markets
Indices
AUS200
FCHI40
GDAXI
NDX
NI225
SP500
STOXX50E
UK100
WS30
Forex Majors
AUDUSD
EURUSD
GBPUSD
NZDUSD
USDCAD
USDCHF
USDJPY
Forex Minors
AUDCAD
AUDCHF
AUDJPY
AUDNZD
CADCHF
CADJPY
CHFJPY
EURAUD
EURCAD
EURCHF
EURGBP
EURJPY
EURNZD
GBPAUD
GBPCAD
GBPCHF
GBPJPY
GBPNZD
NZDCAD
NZDCHF
NZDJPY
Forex Exotics
USDMXN
USDSGD
USDTRY
Commodities
XAGUSD
XAUUSD
XNGUSD
XTIUSD
ETFs
EEM
EFA
GLD
IJS
IYR
QQQ
SPY
TLT
VNQ
XLY
Lab
Software
AlphaWolf: Algorithmic Software Suite
Support
Investor Login
Quantfish Expertise
Algorithmic Trading
About
Contact
Legal
Terms and Conditions
Disclaimer of Liability
Privacy Policy
Wiki
Knowledge Base
Quantfish Research
>
Knowledge Base
Skewness in Trading Strategy PnL Distributions
Reward: Risk vs. Accuracy in Trading Strategies
Precision vs. Recall in ML Classification
Calculating Value-at-Risk using Historical Simulation
The Value of Quantifying Value-at-Risk (VAR)