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Markus Fettelschoss
Markus Fettelschoss 2016.08.15 10:08 

I am looking for some academic papers about forex because I would like to write my master thesis about it.
In general I would like to create and improve an indicator based strategy, adding a good money and risk management.

What I am searching for in detail is:

calculation/explanation of indicators
profit factor
recovery factor
sharpe ratio
kelly factor
value at risk

Of course I can google all this information but it is not a good source to quote in a master thesis.
If you have some good books please let me know.

Thank you all in advance and have a nice day.

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