Hi everyone! Important Clarification: For a detailed explanation of how the Darwinex Risk Engine calculates and uses VaR, kindly watch the following 3 videos: 1) Calculating the Risk (D-Leverage) of a Position: ruclips.net/video/QJMBXabXMLw/видео.html 2) How Value-at-Risk (VaR) is calculated at Darwinex - Part 1: ruclips.net/video/rgxXjdEnJq8/видео.html 3) How Value-at-Risk (VaR) is calculated at Darwinex - Part 2: ruclips.net/video/_IsLJbn2B1o/видео.html Many thanks! All the best, The Darwinex Team
I can only repeat what I said before already: You're further levelling the playing field for retail traders with this series - you're a gem to the retail traders community, Martyn! - :) - Looking forward to learning more from you! - Thanx!
Martyn, I honestly cannot believe how well you explain concepts that I would have thought well above my understanding. As a software engineer building an algorithmic trading set of tools and processes with newbie trading experience I cannot state how valuable your content has been for me in that endeavour. Although I still have a way to go in the development, your material has been fundamental in carving out a direction for its implementation. Thank you again. Looking forward to the light bulb moments :)
Came back for the second time... Trying to modify your multi symbol EA and trying to adopt this money management there! Any suggestions? ... Not a pro in coding, but understanding logics and stuffs.... Thanks for the deeper content...
Sarah manages a hedge fund with a portfolio valued at $2,000,000. The portfolio's daily returns have a standard deviation of $3,000 and an average daily return of $1,200. Calculate the five-day VAR at a 99% confidence level for Sarah's portfolio. Can anyone please explain this? 🥲
Hi everyone!
Important Clarification: For a detailed explanation of how the Darwinex Risk Engine calculates and uses VaR, kindly watch the following 3 videos:
1) Calculating the Risk (D-Leverage) of a Position:
ruclips.net/video/QJMBXabXMLw/видео.html
2) How Value-at-Risk (VaR) is calculated at Darwinex - Part 1:
ruclips.net/video/rgxXjdEnJq8/видео.html
3) How Value-at-Risk (VaR) is calculated at Darwinex - Part 2:
ruclips.net/video/_IsLJbn2B1o/видео.html
Many thanks!
All the best,
The Darwinex Team
I can only repeat what I said before already: You're further levelling the playing field for retail traders with this series - you're a gem to the retail traders community, Martyn! - :) - Looking forward to learning more from you! - Thanx!
Really great feedback - Many thanks
A prestigious academic course in risk management given for free. Thanks so much for making this possible.
My pleasure
Martyn, I honestly cannot believe how well you explain concepts that I would have thought well above my understanding.
As a software engineer building an algorithmic trading set of tools and processes with newbie trading experience I cannot state how valuable your content has been for me in that endeavour. Although I still have a way to go in the development, your material has been fundamental in carving out a direction for its implementation.
Thank you again. Looking forward to the light bulb moments :)
Really glad it is helping you along your journey :)
Really hope this series will be its own playlist on the YT account for future reference. Great stuff coming.!💪
Yes - the full playlist is here: ruclips.net/video/8a4B3ZIDFTM/видео.html
Great series, very useful. Thanks for posting 👍
I love this!
I love the feedback! Thank you
Simply Fantastic !!
Super ,
Many thanks Martyn
Came back for the second time... Trying to modify your multi symbol EA and trying to adopt this money management there! Any suggestions? ... Not a pro in coding, but understanding logics and stuffs.... Thanks for the deeper content...
Do you use R programming for any of your statistical analysis?
Hi Kyle. I tend not to. But it is on my list to investigate more in the future...
Sarah manages a hedge fund with a portfolio valued at $2,000,000. The portfolio's daily
returns have a standard deviation of $3,000 and an average daily return of $1,200.
Calculate the five-day VAR at a 99% confidence level for Sarah's portfolio. Can anyone please explain this? 🥲