Using the Efficiency Ratio to Measure Market Noise | Real-world Trading Strategies
9.9 هزار بار بازدید -
3 سال پیش
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If we can quantifiably measure
If we can quantifiably measure market noise, we can start to increase our trading edge. Perry Kaufman's Efficiency Ratio is one technique that can assist with this process.
The video also compares the calculation behind the 'Efficiency Ratio' with that used for the 'Price Density', which is an alternative measure of market noise. By considering the similarities and differences between these two noise measures, will help you determine which might work best for you.
Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees: https://www.darwinex.com/?utm_source=...
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#EfficiencyRatio, #Kaufman, #MeasuringMarketNoise, #MarketNoiseCalculation, #QuantifyingMarketNoise, #MarketNoiseFilter, #TradingStrategies, #KaufmanEfficiencyRatio, #CalculatingMarketNoise, #TradingSystems, #Darwinex
This is Episode 86 in the Darwinex 'Algo Trading for a Living' Playlist, and Episode 6 of the 'Market Noise' mini-series.
Video Contents:
00:00 Introduction
01:03 'Price Density' recap
01:48 Price Density Calculation
02:50 'Efficiency Ratio' Calculation
04:20 Interpreting the Efficiency Ratio
04:45 Comparing Price Density with the Efficiency Ratio
05:54 Summary
Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.
Risk disclosure: https://www.darwinex.com/legal/risk-d...
The video also compares the calculation behind the 'Efficiency Ratio' with that used for the 'Price Density', which is an alternative measure of market noise. By considering the similarities and differences between these two noise measures, will help you determine which might work best for you.
Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees: https://www.darwinex.com/?utm_source=...
Follow Darwinex on LinkedIn:
LinkedIn: tradeslide-ventures
#EfficiencyRatio, #Kaufman, #MeasuringMarketNoise, #MarketNoiseCalculation, #QuantifyingMarketNoise, #MarketNoiseFilter, #TradingStrategies, #KaufmanEfficiencyRatio, #CalculatingMarketNoise, #TradingSystems, #Darwinex
This is Episode 86 in the Darwinex 'Algo Trading for a Living' Playlist, and Episode 6 of the 'Market Noise' mini-series.
Video Contents:
00:00 Introduction
01:03 'Price Density' recap
01:48 Price Density Calculation
02:50 'Efficiency Ratio' Calculation
04:20 Interpreting the Efficiency Ratio
04:45 Comparing Price Density with the Efficiency Ratio
05:54 Summary
Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice.
Risk disclosure: https://www.darwinex.com/legal/risk-d...
3 سال پیش
در تاریخ 1400/05/30 منتشر شده
است.
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