Modelowanie rozkładu transakcji
Modeluj rozkłady wygranych, strat i serii. Zrozum grube ogony, odchylenie standardowe i to, jak wygląda realistyczna krzywa kapitału.
6 tematy · 53 min łącznie
1
Distribution of Trade Returns
Examine how trade returns are distributed and why that shape tells you everything about your risk, volatility, and potential.
9 min czytania
2
Risk of Ruin
Compute the probability of account wipeout given your win rate, payoff ratio, and risk per trade to ensure long-term survival.
9 min czytania
3
Position Sizing Based on Confidence Intervals
Size positions based on statistical certainty rather than emotion, using confidence intervals from your actual track record.
8 min czytania
4
Optimal Withdrawal & Growth Strategy
Manage your equity curve with a disciplined compounding and withdrawal plan that prevents reckless growth from becoming destruction.
8 min czytania
5
Trade Expectancy Trees
Visualize probable outcomes using branching decision trees to model strategy behavior and master your mental game.
9 min czytania
6
Value at Risk & CVaR
Understand VaR and Conditional Value at Risk (Expected Shortfall) for measuring tail risk in your trade distribution.
10 min czytania