TotallyNotRich.com
TotallyNotRich.com

Categories: Performance Measurement

Insights, tutorials, and technical deep-dives into trading algorithm development and performance optimization.

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All Performance Measurement Portfolio Theory Risk Measurement

2 Articles (Categories: Performance Measurement)

CAGR in Backtesting: Compare Returns Fairly
3 min read Performance Measurement

CAGR in Backtesting: Compare Returns Fairly

CAGR tells you annualized growth in a comparable way. Learn why it is essential for backtests and where it can mislead if used alone.

CAGR Backtesting Return +2 more
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Time Weighted Rate of Return: Measuring True Performance
5 min read Performance Measurement

Time Weighted Rate of Return: Measuring True Performance

Time Weighted Rate of Return (TWRR) eliminates the influence of cash flows on performance measurement. We explain why this metric is indispensable for fund managers and investors – with interactive calculation example.

TWRR Performance Return +4 more
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