The London Perl and Raku Workshop takes place on 26th Oct 2024. If your company depends on Perl, please consider sponsoring and/or attending.

Finance::GeniusTrader::CloseStrategy::Stop::VAR

Overview

This method uses market volatility and the concept of value at risk (VAR) to help determine meaningful stop-loss prices and position limits for trading securities.

References

"Value At Risk And Technical Analysis" by Luis Ballesca-Loyo Technical Analysis of Stocks and Commodities - August 1999