01. An Introduction to Measuring Returns

PRDTM2-786 AI Trading C3 L1 1 Return Calculations V2

Mastering Trading Strategy Evaluation

Learn to effectively evaluate and backtest trading strategies using Python in a fast-paced, practical course led by an industry expert.

Key Learning Points:

  • Performance Metrics
    • Understand annualized returns, volatility, and risk-adjusted ratios.
    • Critically assess the effectiveness of trading strategies.
  • Strategy Visualization
    • Use graphical techniques to clearly communicate results.
  • Developing Models
    • Gain skills to develop, test, and optimize trading models.

Portfolio Management Skills:

  • Focus on growing investment value through return measurement.
  • Learn to calculate various returns:
    • Arithmetic Returns: Suitable for short-term performance.
    • Compounded Returns: Ideal for long-term assessment.
    • Cumulative Returns: Useful for understanding overall investment growth.

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