Value at Risk – Configuration of Investment Strategies
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Welcome to the next blog post of our ‘Configuration of Investment Strategies’ series, where we delve into the crucial concept of ‘Value at Risk’ (VaR) across various confidence levels—90%, 95%, and 99%. Understanding VaR is important for investors seeking to gauge the potential losses their …
Rolling Window Performance – Configuration of Investment Strategies
In this part of our ‘Configuration of Investment Strategies’ series, we talk about ‘Rolling Window Performance,’ a crucial way to see how our strategies do in changing markets. This metric is important for comprehending how strategies perform within dynamic market conditions. But what exactly is a …
Distribution of Rebalance Returns – Configuration of Investment Strategies
In this article from our series on “Configuration of Investment Strategies“, we’re introducing a critical performance metric. The Distribution of Rebalance Returns is a useful way to visualize how returns are spread out across different probabilities in an investment strategy. …
Return Over Maximum Drawdown (RoMaD) – Configuration of Investment Strategies
In this article from our “Configuration of Investment Strategies” series, we introduce a key performance metric called RoMaD Equity. RoMaD, which stands for “Return over Maximum Drawdown”, provides valuable insights into how well our investment strategies are performing. …
Stocks Groups Performance – Configuration of Investment Strategies
In this article from our “Configuration of Investment Strategies” series, we introduce the idea of Stocks Groups Performance in our StockPicker configurator. We use a simple visual representation to summarize how different groups of stocks perform month by month, from the best to the weakest. …