As a wise man once said:
beginners think in $ change, intermediates think in % change, pros think in Z change.
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Risk-adjusted performance metrics
Finance
You can easily double the investment and also double your return right? Not really… read on to see a few metrics that I use.
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Reminiscences of ... a loss
Trading
Never ask a trader how much he makes but how much he lost… here is a story…
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Price (HLC) breaks indicator
Trading
Maybe one of the most effective indicator that I use on daily basis, Price breaks.
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Linear vs log returns
Finance
The curse and the blessing of returns … additive vs. compounding land and what are the PROs/CONs between them.
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New Market Wizards
Review
The second market wizards book, named simply New Market Wizards was actually published before the Hedge Fund Market Wizards book, a bit older but as the saying goes… oldies but goldies.
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Historical volatility
Trading
Historical volatility (also called realized volatility) measures how far the normal standard deviation is from expected mean, over a given period of time.
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Whale alert
Trading
Very simple pivot-point indicator that tries to detect whales' presence by checking the spikes in volume at the same UTC hour for the last 3 days.
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Incomplete guide to Options Greeks
Finance
Greeks or Options Greeks are tools/statistics which measure sensitivity (responsiveness, calculus anyone?) of option price to changes in various parameters: underlying price, volatility, time, etc…
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Black-Scholes formula
Finance
Black-Scholes formula… maybe not as important and well-known as compounding interest-rate but still the most famous formula among options traders.
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