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Visualising Strategy Drawdowns

Along with the Sharpe Ratio, the drawdown of a trading strategy is one of the most common indicators you will see used to evaluate its performance. The drawdown is simply the decline in value of a strategy at a point in time since a previous high. It's important as it gives you an indication of … Continue reading »

Slides from my talk @ScalaSyd

I gave a talk last night at ScalaSyd on the excellent book Functional Programming in Scala. Slides are available below and here.