Portfolio Risk Metrics (Part I): beta 'β' The beta coefficient can be interpreted as follows: β =1 exactly as volatile as the market β >1 more volatile than the market β <1>0 less volatile than the market β =0 uncorrelated to the market β <0 negatively correlated to the market excerpt from the Corporate Finance Institute correlation coefficient 'ρxy'...
Drawdown Simulator. Will simulate a series of percent based stop losses being triggered in a row if you risked x% of capital per trade. Also simulates what the capital outcome would be if you were in a leveraged position. Default settings simulate the use of $3000 starting capital balance , 1% Risk per trade and 5 Losing trades in a row with no leverage...
Indicator shows stoploss by price and ATR the selected period (default - 21).
Script to calculate the amount of stocks for of an order in relation to depot size (money), risk awareness, profit target and ATR