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Simultaneous vs. Separate Long / Short Strategy Optimization
Simultaneous Optimization When you optimize a trading strategy for long and short positions simultaneously, you’re trying to find a...
August 18, 20230 -
Finding a Balance between Precision and Recall
The choice between precision and recall as the most important metric for evaluating a machine learning model depends on...
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The Group of Ten (G10) currency pairs
The G10 currency pairs, also known as the Group of Ten currency pairs, refer to a group of major...
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The impact of NFP reports on forex markets
What is NFP (non-farm payroll) report? The non-farm payroll (NFP) report is a key economic indicator released by the...
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Is the Efficient Market Hypothesis flawed?
The Efficient Market Hypothesis (EMH) is a theory in financial economics that states that financial markets are “informationally efficient,”...
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Technical vs Fundamental analysis
Technical trading and fundamental trading are two different approaches to analyzing and making investment decisions in the financial markets....
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Evaluating Portfolio risk-adjusted returns
Evaluating a portfolio’s risk-adjusted return is more informative than evaluating its return alone because it allows investors to compare...
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Evaluation Metrics: Gain-to-Pain Ratio
The Gain to Pain ratio (also known as the RPR – Reward to Pain ratio) is a risk-adjusted performance...
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Evaluation Metrics: Treynor Ratio
The Treynor ratio is a measure of risk-adjusted return, similar to the Sharpe ratio and the Sortino ratio. It...
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Evaluation Metrics: Sortino Ratio
The Sortino ratio is a risk-adjusted performance measure that is similar to the Sharpe ratio. It is used to...
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