Z zhernovkov Aug 31, 2011 #1 Does exist indicator that indicates the maximum price risk in case long position with considering the last segment time?
Does exist indicator that indicates the maximum price risk in case long position with considering the last segment time?
H HATEtheRisk Aug 31, 2011 #2 Quote from zhernovkov: Does exist indicator that indicates the maximum price risk in case long position with considering the last segment time? More... No. Build your own.
Quote from zhernovkov: Does exist indicator that indicates the maximum price risk in case long position with considering the last segment time? More... No. Build your own.
D DontMissTheBus Aug 31, 2011 #3 stdev of return * 2 (roughly 98% VaR) Quote from HATEtheRisk: No. Build your own. More...
I intradaybill Aug 31, 2011 #4 Quote from zhernovkov: Does exist indicator that indicates the maximum price risk in case long position with considering the last segment time? More... Maximum price risk is the price you have paid. there is always a small probability that it will go to zero. If you were looking for the mean risk, then this is a different question.
Quote from zhernovkov: Does exist indicator that indicates the maximum price risk in case long position with considering the last segment time? More... Maximum price risk is the price you have paid. there is always a small probability that it will go to zero. If you were looking for the mean risk, then this is a different question.
