new statistic to measure quality of exit strategy
Exit strategy quality = total profit&loss / total MFE
Required for In Sample, Out Of Sample and Overall
This would be a useful statistic to measure the quality of an exit strategy
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Votes +7
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Project StrategyQuant X
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Type Feature
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Status Fixed
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Priority Normal
History
m
IH
m
MG
e
k
a
D
MF
MF
Votes: +7
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