Category Archives: Measurements

Analysing monthly forex trading performance in changing market conditions

By Paul | Published: December 29, 2009
In my previous post, I discussed about 3 reasons why I don’t use Jensen’s alpha or Sharpe ratio for my montly trading performance measurement.  In this post, I will talk about what I actually use and how I came up with it. As I was saying in the previous post, what one chooses to use as [...]
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3 reasons why I don’t use Jensen’s alpha or Sharpe ratio for my forex trading

By Paul | Published: December 23, 2009
As a part-time trader, measuring my monthly trading performance can be as simple or as complex as it can be.  On a scale of 1 to 10, 1 being just reading the percent return from the account statement and 10 being running a statistical analysis, my preferred trading performance measurement method is a simple 3.  [...]
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