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Quant - I will run a forward walk for you! Analyze your risk!

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  • First Post: May 31, 2016 10:39pm May 31, 2016 10:39pm
  •  aroxalot
  • Joined May 2015 | Status: Awesome Person | 258 Posts
PS forward walks explained at end.

Hello I am a Quantitative Trader and have developed a research framework allowing me to do forward walks and back tests. It takes me all of 30 seconds to run a forward walk so I figured I would do them for anyone interested. All I need to run a forward walk for you is your average daily or weekly returns and your standard deviation of daily or weekly returns. If you have weekly data i can convert the standard deviation using statistical methods so don't worry. Here is an example of a forward walk I did for one trader over a 120 trading day time period:
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He had the following statsitics:
Expected Return: 36
Standard Deviation: 156.570874843


The best way you can thank me is for you to subscribe to my profile and follow my trading journal where I share my progress and investing: http://www.forexfactory.com/showthre...36#post8950836

Forward walks by the way are a process that allows you to see various simulated possible outcomes that your portfolio could take based on your past performance. This assumes the market is somewhat random but has a tendancy to certain level of volatility and return.
Quant Trader - My Blog: quantstop.blogspot (dot) com
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