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Fundamentals of Automated Trading

  • Chris Conlan
Chapter

Abstract

The fundamental goal of trading is to maximize risk-adjusted return. When developing strategies, we will simulate trading performance in an attempt to maximize risk-adjusted return in simulation. There are many ways to measure risk-adjusted return. They involve examining the shape of the equity curve and the return series.

Keywords

Trading Cost Sharpe Ratio Return Series Adjustment Period Maximum Drawdown 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Supplementary material

421454_1_En_1_MOESM1_ESM.zip (71 kb)
SourceCode (zip 72 kb)

Copyright information

© Chris Conlan 2016

Authors and Affiliations

  • Chris Conlan
    • 1
  1. 1.BethesdaUSA

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