Profitability and Quality Measurement in Financial Markets Operatives
11 Pages Posted: 18 Sep 2018 Last revised: 2 Nov 2018
Date Written: September 1, 2018
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
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