If you are an algorithmic trader, developer, or data scientists they you have already heard of the Sharpe Ratio. Many of you use this measurement as your score card for how well your algo performs.
Algorithms are aimed at optimizing everything. They can save lives, make things easier and conquer chaos. Still, experts worry they can also put too much control in the hands of corporations and governments, perpetuate bias, create filter bubbles, cut choices, creativity and serendipity, and could result in greater unemployment.
… A few weeks ago I demonstrated a strategy using the RSI indicator; I received several emails from readers asking me to explain the difference between the RSI Indicator and the Stochastic Indicator. …
Kershner Trading Group, LLC announces the formation of CloudQuant®, a wholly owned subsidiary that is the Trading Strategy Incubator.