R-Squared Arrows

R-SQUARED

What is R-Squared? As a statistical tool, R-squared is a measure of how well the regression predictions fit a set of real data points. It measures the disparity between the linear regression and the underlying data it follows. If programmed out, this can be used as a useful tool for traders. As the calculation indicates how closely the linear regression

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Tradesignal arrays standard deviation

Making Use of Arrays

After mastering your first steps in programming and understanding functions and variables it’s time to move on and make use of the more advanced data structures in Tradesignal: Arrays Variables To see the possibilities of the array data structure first let’s recap variables. Variables are place holders to store the outcome of a calculation. In the example above the value

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Implied Volatility: Data, Indicators and Usage

Implied volatility is the market’s expectation of future moves. This article will show you a simple way to access Refinitiv Eikon data in Tradesignal, visualise it and scan for exceptional volatility in stocks and ETFs.  Replacing historical volatility by implied volatility will give you new insights to risk management and options trading.

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Drawdown - Days to recovery of equity chart

A Graphic Approach to visualize Drawdown

Trading is about time and money. Combining these two figures into one drawdown indicator gives you a visualization of these two key factors. Trading strategies experience drawdowns from time to time. This is nothing you can avoid. You only can make sure to adjust the trading strategy if the current drawdown exceeds the historic one. So, one key number will

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Sharpe Ratio comparison of two assets

Sharpe Ratio Indicator: Scan for Performance

The Sharpe Ratio is a measure for risk-adjusted returns, developed by Nobel Laureate William F. Sharpe in 1966. It describes the volatility-adjusted excess returns of an asset over a risk-free return. This article highlights the thoughts behind the Sharpe Ratio formula and some practical applications of it when selecting different asset classes.

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Outperformance Portfolio Backtest

Outperformance: Find the right Stocks to beat the Index

Whenever you try to beat an index you will have to be invested in an asset which outperforms your benchmark. This article is about how to calculate outperformance and how to make use of it. In its most simple definition outperformance just means that one asset is performing better than an other asset. But this simple definition is not enough for investors.

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