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Originally Posted by matfx

Quantitative Risk Management : Concepts, Techniques & Tools ~ By Alexander McNeil, Rudiger Frey and Paul Embrechts





The implementation of sound quantitative risk models is a vital concern for all financial institutions, and this trend has accelerated in recent years with regulatory processes such as Basel II. This book provides a comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management

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UniAbsoluteStrength


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UniAbsoluteStrength_v2.5 indicator for Metatrader 4 was programmed for Premium Trading Forum. In the given version of the indicator there is a possibility to build levels of Strength (Strength Level) and Weakness (Weakness Level) using 5 ways:

• OverBought/OverSold levels (OverBought/OverSold),as in the RSI and Stochastic, regulated by StrengthLevel and WeaknessLevel parameters (for example, 80 and 20).
• The channel

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