Return on investments is the most obvious indicator which investors and novice traders use for the analysis of trading efficiency. Professional traders use more reliable tools to analyze strategies, such as Sharpe and Sortino ratios, among others. In this article, we will consider simple examples to understand how these ratios are calculated. The specifics of evaluation of trading strategies were earlier considered in the article "Mathematics in trading. How to estimate trading results". It ...
The manufacturing sector in China slipped into contraction in March, the latest survey from Caixin showed on Friday with a manufacturing PMI score of 48.1. more...
The total value of retail sales in Japan was down 0.8 percent on year in February, the Ministry of Economy, Trade and Industry said on Wednesday - coming in at 11.537 trillion yen. more...
RSI_MAonRSI_Filling - indicator for MetaTrader 5 In the subwindow, show the filling of the areas between the two lines: the 'RSI' line and the 'RSI' line smoothed with 'MA'
The Conference Board released a report on Tuesday showing an unexpected improvement in U.S. consumer confidence in the month of March. The report showed the Conference Board's consumer confidence index rose to 107.2 in March from a revised 105.7 in February. more...
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