blog post

Why Humans Are Terrible Traders If your trading isn’t boring, you’re doing it wrong. Imagine this.You’ve got your favorite chart up, coffee in hand, your rules taped to the wall… and then the market moves just a little faster than you expected. Suddenly, the plan doesn’t feel right anymore. You hesitate. You click early. You

“You still don’t understand what you’re dealing with, do you? A perfect organism. Its structural perfection is matched only by its hostility.” Ash’s chilling admiration for the xenomorph in Alien wasn’t just about its lethality—it was about its utter lack of hesitation. No flinching. No regret. Just relentless, instinctive execution. Now imagine this: It’s 3:45

Hey TradingView Users, For those of you who want a more detailed analysis of your trading strategy without all the complexity of setting it up, we’ve just added a useful new feature to TradingWhale: Quantitative Strategy Analysis. Upload your TradingView backtest data and quickly see key metrics such as: Sharpe & Sortino Ratios Expected Returns

TL;DR: CRPE – A Smarter Portfolio Evaluation Metric The Comprehensive Risk-Adjusted Portfolio Efficiency (CRPE) metric redefines portfolio evaluation. Unlike Sharpe or Sortino, it analyzes full drawdown profiles, enabling better comparisons across portfolios or strategies, even with different benchmarks. CRPE rewards strong returns with effective risk management—perfect for smarter, modern investing decisions. The longer version When

Abstract The Comprehensive Risk-Adjusted Portfolio Efficiency (CRPE) metric is introduced as a new approach to evaluating trading strategies based on risk-adjusted performance. Traditional metrics like the Sharpe Ratio, Sortino Ratio, and Calmar Ratio focus on different aspects of return versus risk but often rely on single-point values, which fail to capture the nuanced behavior of

The Power of Volatility: How Diversification and Automation Transform Portfolio Performance Volatility as an Opportunity Today, I want to share something remarkable with you. Some of our trading strategies are specifically built to thrive in volatility. Volatility creates more distinct opportunities for entry and exit—the bread and butter of compounding returns, and compounding returns are

In the realm of trading, drawdown is a critical metric that quantifies the decline in an investment’s value from its peak to its subsequent trough. This measure is pivotal for traders and investors, as it provides insight into the potential risks and volatility associated with a particular trading strategy or portfolio. The chart above shows the performance

When evaluating trading strategies or portfolio performance, two of the most popular risk-adjusted return metrics are the Sharpe Ratio and the Sortino Ratio. While both metrics aim to provide insights into how effectively a strategy generates returns relative to risk, they focus on different aspects of volatility. Understanding the strengths and weaknesses of each metric is critical for