As shared on IG, I use linear regression to measure the offset, and directly deal with the performance part.

It is similar to the MDD ratio, but I use a fixed constant in the example (such as 80% of the original leverage adjustment), of course it can Add layering for more detailed dynamic leverage management, that is, region area
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在IG分享的，我用linear regression去衡量偏移量與否，就績效部分直接處理，跟MDD比率有異曲同工，但是我在範例中用的是固定常數(例如80%原槓桿調整)，當然可以加入分層做更細緻動態槓桿管理，也就是regime area

btw, 點開 channel有討論區，記得加入哈，可以講話分享經驗，不過不要人身攻擊
https://t.me/+kciefBpHhTk2MTM1

Basically, in quantification, the concept of "investment group" is used to make strategies into bucks, so the following issues will be focused on:

1. What are the timing and conditions for strategy replacement?
2. Strategic risk control benchmarks
3. The proportion of funds allocated to different strategies
4. Response to investment team failure
5. Funds Rebalanced
6. Correlation test/ensure that the scatter points have a certain vector distance difference
7. Coping with strategically vulnerable scenarios
8. Wait...

Mathematical model calculations, multiple reference papers, multiple exchanges and discussions on engineering statistics, etc.

If you just feel that you have the most powerful high-yield strategy in the universe and the risk part is barely covered, maybe you still have a long way to go.
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基本上在量化當中會用"投組"的概念去把策略做bucks，所以後面著重的問題是:
1. 策略替換時機與條件?
2. 策略風控基準
3. 資金分配不同策略比例
4. 投組失效應對
5. 資金 Rebalanced
6. 相關性檢驗/確保散點有一定的向量距離差
7. 策略弱勢場景應對
8. 等等...

總之市場上各種東西都有，給大家一些背景知識點即可。
對我而言，還有好長一段路要走，每天繼續加油，繼續研究。

BCAGENT TG group friends give the first preview!

In the process of making a new post, this is the performance (backtest) parameter I designed myself.
I will share it with you this week, as well as the design logic. In the strategy, it is not a reference parameter on the market (such as SR, ROI...) and can only be used for reference.

sometimes you need to help yourself understand your own strategy better, so you can design your own parameters.

This week’s explanation: IDR (XX ratio)
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BCAGENT TG 群友搶先預告！
新貼文制作中，這個是我自己設計的績效（回測）參數，本週會分享給大家，以及設計邏輯，在策略當中並非市面上的參考參數（例如SR, ROI..)只能參考，有些時候需要幫助自己更了解自己的策略，就可以自己設計自己的參數。
本週講解： IDR (XX比率）

Maybank VN account opened successfully

Maybank VN開戶成功
炒股囉🥹 沒 這邊外匯管制很嚴 一不小心不用領了

Don’t miss your DOGS token FREE!

Claim it -> transfer to Binance or OKX -> waiting the buy and sell (I saw some already trade on bitget)

不要錯過DOGS! 有TG 都可以免費領，領完轉去Okx或是幣安，要上幣安了！

https://t.me/dogshouse_bot/join?startapp=DrpbJEkJTHKBmJdJwtRAvA

OKX signal for quant trading is really good 👍

Here got the dogs!

https://t.me/dogshouse_bot/join?startapp=DrpbJEkJTHKBmJdJwtRAvA

Click launch dogs -> Transfer (withdrawal) to Binance

Click launch dogs sau đó Chuyển khoản (withdrawal) đến Binance

🚀🤩 New contents recorded and tested..

✅ TG: @bca_daniel
✅ IG: https://www.instagram.com/bca_daniel_/
✅ Follow Cipher Edge and BCAGENT on Instagram!

https://t.me/Free_PavelDurov_Bot/FreePavelDurov?startapp=F1155595773

Another Dogs 🥹 free gain!
Click and earn 10,000 tokens!

又一個零嚕！來嚕空頭吧！
點擊馬上賺10,000 tokens!

✅ TG: @bca_daniel
✅ IG: https://www.instagram.com/bca_daniel_/
✅ Follow Cipher Edge and BCAGENT on Instagram!

🔊🔊 OPEN SOUNDS [ EN ]🔔
Monday's price upward possibility is calculated by coding and statistics on Pinescript!

👆Check the video to learn how to make the indicator and what it means!

透過 Pinescript 上的編碼和統計得到週一價格上漲在歷史上的機率！

👆觀看影片了解如何製作該指標及其含義！

✅ TG: @bca_daniel
✅ IG: https://www.instagram.com/bca_daniel_/
✅ Follow Cipher Edge and BCAGENT on Instagram!

On vacation… until Thursday