Standard Deviation

What Is Standard Deviation Standard deviation, variance, mean and skew are terms often discussed in regards to trading, investing and more so measuring risk. But how many truly understand what they mean? Though they may sound complex, they are somewhat simple concepts and not overly difficult to calculate. Yet with Excel and other tools you don't even…
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Standard Deviation What Exactly Is It

What Is Standard Deviation Standard deviation, variance, mean and skew are terms often discussed in regards to trading, investing and more so measuring risk. But how many truly understand what they mean? Though they may sound complex, they are somewhat simple concepts and not overly difficult to calculate. Yet with Excel and other tools you don't even…
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Quantitative Trading

Quantitative Trading Has Its Challenges I love quantitative trading. And I will never go back to the days of pure discretion in making trading or even investment decisions. But the rules dictated by using hard data to define trading conditions has challenges. Challenges I am reminded of often, especially the past few days. What do…
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Improve Performance Through Seasonality

This discussion on seasonality is only limited to my current strategies. I cannot offer a blanket statement, that all strategies have a seasonality that directly impacts performance. Though my hunch is it does. By seasonality, I mean some periods of time that perform better than other, whether measured in weeks or months. In simplest form…
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