This week we look at another Monte Carlo Analysis statistical tool- skipping and adding trades. Like last week’s trade re-ordering it is designed to stress test a system and give a more complete idea of the risk profile it is carrying.
The post bMAMS: Using maths to make your funds safer – skipping & adding trades first appeared on trademakers.
bMAMS uses different statistical methods to demonstrate or prove that our trading systems will perform in a real, unknown trading environment.
The post bMAMS: Using maths to make your funds safer – Trade reordering first appeared on trademakers.
When the USDJPY is looked at statistically, its volatility has increased 300+% from 2021. Underlying why this year was such a difficult market for many.
The post bMAMS: USDJPY- 300% more volatile this year first appeared on trademakers.
It has been mentioned often by market commentators about the difficult & volatile trading conditions in 2022. This is how the 2022 market looked graphically.
The post bMAMS: Market Volatility in 2022 first appeared on trademakers.
November Trading Results: In November we finished with a closed trade result of -0.31% for the month with a 1.31% drawdown. If accounting for open positions at the end of November the trading month finished with a positive return of 0.52%.
The post bMAMS: November Trading Results first appeared on trademakers.
Last week we looked at how the return to drawdown statistic can be used to compare different trading systems. This week real investment account performances will be used to compare their results with bMAMS.
The post bMAMS: How Does bMAMS Returns Compare? first appeared on trademakers.
Last week we looked at the drawdown statistic, which effectively tells us the risk a system takes when trading. Here we will combine this risk statistic with the return on investment statistic…
The post BMAMS: Using drawdown & returns to analyse a system first appeared on trademakers.
The drawdown statistic is one of the most important values to consider when judging a system and comparing it with others.
The post BMAMS: What is the drawdown statistic? and why it is important first appeared on trademakers.
We returned +1.08% for the month of October on a drawdown of 2.5%. The return of 1.08% graphically over the month of October looked like this…
The post BMAMS: October 2022 Trading Result first appeared on trademakers.