MQL5 Coding Tutorial for Portfolio Std Deviation and VaR for MT5 скачать в хорошем качестве

MQL5 Coding Tutorial for Portfolio Std Deviation and VaR for MT5

MQL5 Code Example: How to code Portfolio Standard Deviation and Portfolio Value at Risk (VaR) in the MQL5 programming language for MetaTrader 5 Expert Advisors and Scripts. Being able to calculate Std Dev and VaR is the first step towards measuring and managing risk better in your portfolio. By coding these metrics in MQL5, means we'll be able to get access to the most recent price data for assets and therefore calculate the metrics required for VaR in real-time, such as the standard deviation and correlation values. The code used is for illustration purposes, to explain the concepts, but this could be adapted for use in your own scripts and EAs if that's what you choose to do. Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees: https://www.darwinex.com/?utm_source=... Follow Darwinex on LinkedIn:   / tradeslide-ventures   #MQL5Tutorial, #PortfolioStandardDeviation, #PortfolioValueAtRisk, #MQL5Example, #HowToCalculatePortfolioStandardDeviation, #HowToCalculateValueAtRisk, #MT5, #MetaTrader5, #MT4, #MQL5, #MQL4, #MetaTrader4, #Darwinex This is Episode 14 in the Darwinex 'Institutional-Grade Risk Management Techniques' Playlist:    • Institutional-Grade Risk Management Techni...   Video Contents: 00:00 Coding Portfolio Standard Deviation in MQL5 00:12 Why Darwinex? 01:03 Coding Value at Risk in MQL5 for MT5 01:32 The MQL5 Risk Management Class 04:42 Calculating the Correlation Coefficient 10:49 Running the Correlation Script in MT5 12:03 Summary and Next Episodes Content Disclaimer: Past performance is not a reliable indicator of future results. The contents of this video (and all other videos by the presenter) are for educational purposes only and are not to be construed as financial and/or investment advice. Risk disclosure: https://www.darwinex.com/legal/risk-d...