Edge Ratio and Edge Decay | Algo Trading Strategy Tips

Описание к видео Edge Ratio and Edge Decay | Algo Trading Strategy Tips

What is Edge Ratio? It is a measure of how much edge exists for a given trading signal. It also tells us how long we can expect the edge to last. This can be a tremendous help in determining optimal profit target and hold times. David Bergstrom on Better System Trader podcast episode 79.

https://www.buildalpha.com/eratio
https://www.buildalpha.com/edge-in-tr...

Комментарии

Информация по комментариям в разработке