MQL4 and MQL5 Code for Multi-Symbol VaR and Portfolio Standard Deviation

Channel:
United Kingdom Darwinex
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Published on ● Video Link: https://www.youtube.com/watch?v=Mn8HR4o9wJE


Duration: 15:32
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MQL4 and MQL5 code for Portfolio Risk Management in MetaTrader 4 and 5. The code calculates the Portfolio Standard Deviation and Value at Risk (VaR) for any number of assets, which provides valuable insights into the monetary risk of your current portfolio of positions.

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#PortfolioStandardDeviation, #MQL4, #MQL5, #PortfolioValueAtRisk, #MT4, #MT5, #MetaTrader4, #MetaTrader5, #MeasuringRisk, #PortfolioRisk, #VaR, #MultiSymbolRisk, #MultiAssetStandardDeviation, #Darwinex

This is Episode 18 in the Darwinex 'Institutional-Grade Risk Management Techniques' Playlist: https://youtube.com/playlist?list=PLv-cA-4O3y979Ltr9wQ2lRJu1INve3RCM

The MQL5 code used in this tutorial can be downloaded from: https://github.com/darwinex/advanced-mql-programming/tree/master/risk-man/multi-asset-var

Video Contents:
00:00 Calculating VaR for Multiple Positions
00:31 Why Darwinex?
01:20 Coding Multi-Asset VaR in MQL4 and MQL5
10:50 Measuring Value at Risk in MT5 and MT4
13:15 Summary and Next Episodes

Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.

Risk disclosure: https://www.darwinex.com/legal/risk-disclaimer



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Tags:
Portfolio Standard Deviation
MQL4
MQL5
Portfolio Value At Risk
MT4
MT5
MetaTrader 4
MetaTrader 5
Measuring Risk
Portfolio Risk
VaR
Multi Symbol Risk
Multi Asset Standard Deviation
Darwinex