Performance Metrics and Trading Strategy Evaluation

Develops key metrics to evaluate performance, risk, and robustness of quantitative strategies.

1h 11min of content6 ModulesVerified certificate

Program content

Module 15 Classes

Welcome to the programWelcome to the program: why understanding metrics and managing risk is what separates professional trading from luck and guesswork.0min
Introduction to module 1Introduction to Module 10min
Non-scheduled monetary averagesAnalyze the monetary averages of a strategy using metrics such as Avg Win, Avg Loss, and Avg Trade to evaluate its effectiveness and robustness against execution costs.4min