Value at Risk – Configuration of Investment Strategies
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Welcome to the next blog post of our ‘Configuration of Investment Strategies’ series, where we delve into the crucial concept of ‘Value at Risk’ (VaR) across various confidence levels—90%, 95%, and 99%. Understanding VaR is important for investors seeking to gauge the potential losses their …
Rolling Window Performance – Configuration of Investment Strategies
In this part of our ‘Configuration of Investment Strategies’ series, we talk about ‘Rolling Window Performance,’ a crucial way to see how our strategies do in changing markets. This metric is important for comprehending how strategies perform within dynamic market conditions. But what exactly is a …
Distribution of Rebalance Returns – Configuration of Investment Strategies
In this article from our series on “Configuration of Investment Strategies“, we’re introducing a critical performance metric. The Distribution of Rebalance Returns is a useful way to visualize how returns are spread out across different probabilities in an investment strategy. …
Analytical Platform Newsletter 10/2023
🙌🏻 Dear investing enthusiast! October was a month of big changes for us. We have finally started publishing tutorials and articles that should help you configure, backtest, and review your investment strategies. In addition, our weekly newsletters now include information on trending factors that influence stock price …
Return Over Maximum Drawdown (RoMaD) – Configuration of Investment Strategies
In this article from our “Configuration of Investment Strategies” series, we introduce a key performance metric called RoMaD Equity. RoMaD, which stands for “Return over Maximum Drawdown”, provides valuable insights into how well our investment strategies are performing. …