Multi-scale capability: a better approach to performance measurement for algorithmic trading (Q4586446)
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scientific article; zbMATH DE number 6935943
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| English | Multi-scale capability: a better approach to performance measurement for algorithmic trading |
scientific article; zbMATH DE number 6935943 |
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Multi-scale capability: A better approach to performance measurement for algorithmic trading (English)
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13 September 2018
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risk-adjusted performance measure
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term structure of capability
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algorithmic trading
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prudence
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0.7153425216674805
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0.6902258992195129
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0.6899329423904419
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0.6709848046302795
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