Sharpe Ratio

Do you know how to invest using the Sharpe ratio?
Sharpe Ratio is the average return earned in excess of the risk-free rate per unit of volatility or total risk.

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R-Squared

How should you interpret R-Squared when it comes to investing? How is it calculated?

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Market Capture Ratios

Market capture ratios help compare an investment’s performance against the overall market during either an up-market or down-market time period. These comparative metrics give quick insight into the previous performance of individual investments and portfolios.

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Why You Should Be Using The MACD Indicator

There is a reason the MACD indicator (which stands for Moving Average Convergence Divergence) is one of the most popular indicators used by traders. Primarily, traders implement it into their TA to gauge the momentum of a particular investment. It works by comparing the difference between a 26-day and 12-day exponential moving average of closing…

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Root Rank – Where Does It Come From?

Root Rank is a metric that combines many kinds of metrics into a single score. It does this by constructing a tree out of more than 20 metrics. Each metric has a raw score (e.g. 100 on-chain transactions per day), which is then converted into a rank by comparing this metric across all coins in…

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Stabilizing Crypto Markets- What would it take?

Stabilizing traditional financial markets currently falls to governments and large consortiums. What can we do to stabilize the cryptocurrency markets, intentionally built on the premise of decentralization and non-government control? Since Bitcoin was created in 2008, the strategy for stabilizing crypto markets has been to ride out the volatility and embrace the chaos. Traders are…

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Modern Portfolio Theory Statistics

Benchmarks: At Rootmont, we use a variety of benchmarks to measure the behavior of a coin in different contexts. Given a set of coins X and a specific coin c in X, we define the benchmark for X to be the market-cap weighted sum of the performance of all coins in X. Essentially, one can…

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