Modified Sharpe Ratio
How Sharp is the Sharpe-Ratio? If popularity was the only measurement for risk metrics, the Sharpe ratio would tell us everything we need to know. Modified Sharpe Ratio covers further spectrum… Read more »
Category: Volatility
Ulcer Index Indicator
* Update – Trading models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets or an Open Source API. Only US stocks… Read more »
Garch Modeling in Excel and Matlab
* Update – Trade and investing models that were designed earlier using Yahoo! Finance API have been rewritten to retrieve quotes from Bloomberg Markets or an Open Source API. At… Read more »
Sharpe Ratio Calculator
Sharpe ratio is a measure of risk and it is named after Nobel Laureate William F. Sharpe. The Sharpe ratio simply stated is a ratio of return vs risk. Given… Read more »
Implied Volatility Calculator
Implied volatility is a term which is very commonly used in the context of options trading. This is a very important metric to consider for your trading strategies. If you… Read more »
Simple Revenue Model Simulation
Build a Revenue Model through Simulation Revenue prediction and forecasts are typically done to be too right. They create a false sense of precision that ultimately falls short and does… Read more »
Risk Adjusted Investment Performance Measures
Your portfolio can have a positive long term impact when the risk efficiency of your portfolio is maximized. Many investors tend to be risk averse. So, if you are going… Read more »