Discussion of article "Risk Evaluation in the Sequence of Deals with One Asset"

 

New article Risk Evaluation in the Sequence of Deals with One Asset has been published:

This article describes the use of methods of the theory of probability and mathematical statistics in the analysis of trading systems.

final capital Cn

Author: Alexey Nikolaev

 

Uploaded on the Market script Volume Optimizer, using the theory stated in the article. It determines the optimal volume of the deal, based on the history of deals.