5 Articles
Measure requested versus filled prices, execution tails, rejects, price improvement and last-look effects instead of relying on speed claims.
Scale individual trades and portfolio exposure by volatility while imposing notional, leverage, liquidity and correlation limits.
Measure peak-to-trough loss, nonlinear recovery, losing-streak uncertainty and the effect of position size on survival.
Build a realistic forex research process using bid-ask costs, out-of-sample validation, robustness tests and multiple performance measures.
Choose a trading style that fits real constraints and convert the strategy into a versioned playbook with a professional review…
