Sortino Ratio: Penalising Only Downside Volatility

The sortino ratio is a risk-adjusted return measure calculated as a strategy's excess return over a minimum acceptable return, divided by its downside deviation. The formula in one line is…

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Parabolic SAR Settings: Chart Behavior and Trade Rules

Parabolic SAR is a trend-following indicator that plots a series of dots above or below price. SAR stands for “stop and reverse,” which describes its original purpose: it acts like…

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