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Linear Regression Slope

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Information about Linear Regression Slope
Finance

Published on March 10, 2014

Author: oxfordstrat

Source: slideshare.net

Description

Trading Strategy: Trend-following based on a linear regression slope.
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Linear Regression Slope: Sensitivity Test Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/linear-regression Commission & Slippage: $0 Figure 1.1 Profit Factor.

Figure 1.2 Sharpe Ratio.

Figure 1.3 Ulcer Performance Index.

Figure 1.4 Compound Annual Growth Rate.

Figure 1.5 Maximum Drawdown.

Figure 1.6 Percent Profitable Trades.

Figure 1.7 Average Win/Average Loss Ratio.

Figure 1.8 Equity ($): Sensitivity Test.

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