mardi 5 avril 2016

Tracking performance

Traders,

A somewhat peculiar question. Having quite a traditional schooling with regards to active portfolio management (that is, trading), concepts such as sharpe ratio's, information ratio's, etc are drilled into my system.

Even though I do not expect a lot of retail traders to use such performance metrics to measure their own performance, I am rather curious if there exists a kind of benchmark? A kind of (retail) currency traders index?

Kind regards,

Koen


Tracking performance

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