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Popular Content

Showing content with the highest reputation on 08/22/2019 in all areas

  1. 1 point
    Christof+
    I just added a new backtest section with two pages to the website: It allows to plot heatmaps (for straddles and different long call deltas for a start) of Returns... ... plus the Standard Deviation of Returns to show return variability across cycles... ... plus the Drawdown you would be exposed being invested in the strategy... ...drawdown can be plotted for being long and being short the strategy.
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