Hi Martyn! I haven't reached this part of the series yet but I came here to make a little silly question, will you ever talk about Sharpe and Sortino ratio? Do you have a brief opinion about those performance metrics? By the way, I'm into the *Algorithmic backtesting & Optimization for Alphas* series! *GREAT* Content as always! 🥳✌
Hi Martyn! I was wondering if you consider noise similarly to volatility when using it as a filter, meaning, do you think it's best to look at the noise indicator on a timeframe that is higher than your entry trigger's timeframe? ...and thanks a lot for the videos!
I love this market noise series
Hi Martyn! I haven't reached this part of the series yet but I came here to make a little silly question, will you ever talk about Sharpe and Sortino ratio? Do you have a brief opinion about those performance metrics? By the way, I'm into the *Algorithmic backtesting & Optimization for Alphas* series! *GREAT* Content as always! 🥳✌
This guy rocks. What ever series you get, you'll never be disappoined. This is why I'm getting all of them
Hi Giacomo. Thank you so much for this feedback. Really appreciated :)
Amazing content , this is what a trading enthusiast needs who wants to learn mathematical ways to interpret market. Keep rocking. 🎉
Literally can’t wait for the volatility series!
Well explained. Thank you!
Hi Martyn! I was wondering if you consider noise similarly to volatility when using it as a filter, meaning, do you think it's best to look at the noise indicator on a timeframe that is higher than your entry trigger's timeframe? ...and thanks a lot for the videos!
Lets put some figures onto it, otherwise one man's noise will be other man's volatility.
Whole this video is completely subjective.