Abstract
The fundamental goal of trading is to maximize risk-adjusted return. When developing strategies, we will simulate trading performance in an attempt to maximize risk-adjusted return in simulation. There are many ways to measure risk-adjusted return. They involve examining the shape of the equity curve and the return series.
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© 2016 Chris Conlan
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Conlan, C. (2016). Fundamentals of Automated Trading. In: Automated Trading with R. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-2178-5_1
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DOI: https://doi.org/10.1007/978-1-4842-2178-5_1
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Publisher Name: Apress, Berkeley, CA
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