3) Measuring the Risk of a Trading Decision (D-Leverage)

Channel:
United Kingdom Darwinex
Subscribers:
52,600
Published on ● Video Link: https://www.youtube.com/watch?v=eGsr8nZU04Y


Duration: 13:29
1,503 views
47

This tutorial makes a case for the need to measure the risk of a trading strategy in terms of trading decisions instead of using the volatility of past returns.

We introduce our proprietary metric, D-Leverage, discuss the motivation behind it and make a case for how it helps us in better approximating a more realistic Value-at-Risk for any given trading strategy.

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Topics: #darwinex #trading #dleverage #var #risk



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Tags:
algorithmic trading
algorithmic traders
algo trading
algo traders
Forex Trading
FX trading
Investing
DARWINs
Darwinex
Investment
Risk
Hedge fund