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| Value at Risk Indicator https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=3211 |
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| Author: | UrsusBovarius [ Sat Oct 19, 2013 4:29 am ] |
| Post subject: | Value at Risk Indicator |
Does someone know of a Empty4 "value at risk" indicator to evaluate the risk level for a given Forex portfolio? I have some ideas about coding one for position sizing and making decisions in a multi-currency EA, but don't want to waste my time if something like this already exists. Check out http://en.wikipedia.org/wiki/Value_at_risk if you are not familiar with it. |
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| Author: | shayanjameel08 [ Fri Oct 25, 2013 7:12 am ] |
| Post subject: | Re: Value at Risk Indicator |
Here Comes the methods of Calculating VAR: Institutional investors use VAR to evaluate portfolio risk, but in this introduction we will use it to evaluate the risk of a single index that trades like a stock: the Nasdaq 100 Index, which trades under the ticker QQQQ. The QQQQ is a very popular index of the largest non-financial stocks that trade on the Nasdaq exchange. There are three methods of calculating VAR: the historical method, the variance-covariance method and the Monte Carlo simulation. |
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