What are the Most Useful Performance Measures
What are the Most Useful Performance Measures?
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Performance measures are utilized to quantify the results of a trading strategy. They are generally adjusted for risk. The most accepted is the Sharpe ratio.
What is Vega?
Suppose today's settlement price on a CME DM futures contract is $0.6080/DM. You have a short position in one contract. Your margin account presently has a balance of $1,700. The next three days' settlement prices are $0.6066, $0.6073, & $0.5989. Compu
Who illustrated short-term interest rate through a stochastic differential equation?
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