Profitability and Quality Measurement in Financial Markets Operatives

11 Pages Posted: 18 Sep 2018 Last revised: 2 Nov 2018

Date Written: September 1, 2018

Abstract

From time ago, I humbly thought that classical metrics for profitability measurement over Financial Markets operatives or strategies, does not content the proper ingredients to measure accurately, to compare them properly, and to get a good quality measurement.

I saw the evidences confirming that thoughts over Sharpe ratio and its extended variants (SQN, Sortino ratio, etc). I saw K-Ratio much better on track, although I did not see in it, an ingredient that I have always considered key. And also, I tried a stress test which I think has put it in trouble.

So, trying to go a step further to achieve an improvement over what we collectively have, I am going to try a new proposal.

Keywords: Financial Markets metrics, metric, Trading

Suggested Citation

Martín Varea, Víctor, Profitability and Quality Measurement in Financial Markets Operatives (September 1, 2018). Available at SSRN: https://ssrn.com/abstract=3243130 or http://dx.doi.org/10.2139/ssrn.3243130

Víctor Martín Varea (Contact Author)

Wikmar Trying it ( email )

Madrid
Spain

HOME PAGE: http://wikmar.wordpress.com

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