http://www.trading-challenge.com/dow...tion_FX_TC.pdf
Well it looks like you can achive high returns and have a better risk adjusted performance as somebody with only 10% after 2 month.
The Risk Adjusted Return is calculated by dividing the ROI by the standard Dev. of the entire account on a daily basis.
Well it looks like you can achive high returns and have a better risk adjusted performance as somebody with only 10% after 2 month.
The Risk Adjusted Return is calculated by dividing the ROI by the standard Dev. of the entire account on a daily basis.