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Information Ratio - Appraisal ratio
by Brian Brown, uploaded several months ago

The Information ratio also called Appraisal ratio is a ratio of a portfolio (or asset) returns above the returns of an index (or benchmark) to the volatility of the returns.

The IR (Information Ratio) is similar to the Sharpe ratio since it is used to measure risk-adjusted returns. The difference is...

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Variance Ratio - Trading Indicator
by Brian Brown, uploaded several months ago

Created by Dr. Rene Koch, the variance ratio indicator measures the degree of mean reversion or trendiness in a time series. It is an easy and fast way to detect whether a security or price series is trending, mean reverting or following a random walk.

The variance ratio interpretation is as...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 30 downloads Notes Report an item
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Skewness of a Distribution
by QuantShare, uploaded several months ago

A basic task in statistical analysis of a probability distribution consists of measuring its peakedness and asymmetry. Kurtosis measures peakedness of a distribution, while Skew measures asymmetry.

Kurtosis function is available here: 1045.

A normal distribution is symmetric, that is it looks the same to the right and the left of the...

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NORMINV - Inverse of the Normal Cumulative Distribution
by QuantShare, uploaded several months ago

NORMINV function is the inverse of the normal cumulative distribution for a specified standard deviation and mean. The normal probability density and the cumulative normal distribution can be calculated using the following function: 1041.

This function finds the z value given the probability that a value or variable is within a...

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NORMDIST - Normal Probability Density Function
by QuantShare, uploaded several months ago

The NORMDIST function is similar to the one available in Excel. Given a set of parameters, this statistical function calculates the normal probability density function or the cumulative normal distribution function.

Here are the different parameters of the NORMDIST function:
X: The function will return the probability of the value "x" occurring.
Mean:...

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Trend Deviation Indicator
by bug man, uploaded several months ago

The trend deviation indicator or TD is the ratio of the close price to its N-Bar simple moving average.
An increasing absolute value signals a divergence or an increase in the difference between the close price and its moving average, while a decreasing absolute value indicates that the close price is...

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Volatility Quality Index
by QuantShare, uploaded several months ago

The idea behind the volatility quality index is to discern bad and good volatility in order to create a better volatility indicator that can identify better trade opportunities.

This trading indicator is based on the true range and it is calculated using the latter indicator plus the open, close, high and...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 23 downloads Notes Report an item
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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.