Darwinex Algorithms

Darwinex diagnostic tools and Investable Attributes

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21 articles in this collection
Written by Ignacio, Bianka, and Jesus and 2 others
Investable Attributes

Experience (Attribute and Chart)

Experience is a filter for statistical significance
Written by Jesus
Updated over a week ago

Market Correlation (Attribute and Charts)

This attribute measures the DARWIN’s dependency on its underlying assets.
Written by Bianka
Updated over a week ago

Risk Stability (Attribute and Chart)

Risk Stability measures how stable the DARWIN’s underlying strategy’s risk is.
Written by Jesus
Updated over a week ago

Risk Adjustment (Attribute and Chart)

Risk Adjustment measures how often our Risk Manager intervenes to protect investors from excessive risk in the trader’s strategy.
Written by Jesus
Updated over a week ago

Open / Close Strategy (Attributes and Charts)

These attributes measure if the strategy would perform better by systematically opening / closing trades earlier / later.
Written by Jesus
Updated over a week ago

Duration Consistency (Attribute and Chart)

Duration Consistency (Dc) measures if the strategy follows an identifiable pattern when closing all its positions.
Written by Bianka
Updated over a week ago

Performance (Attribute and Chart)

Performance measures if the strategy outperforms random strategies trading with the same risk.
Written by Jesus
Updated over a week ago

Positive / Negative Return Consistency (Attributes and Chart)

There attributes measure if the strategy follows an identifiable pattern when closing its winning and losing positions
Written by Bianka
Updated over a week ago

Loss Aversion (Attribute and Chart)

Loss Aversion measures if the underlying strategy’s behaviour is symmetrical in case of winning vs. losing positions.
Written by Jesus
Updated over a week ago

Capacity (Attributes and Charts)

Capacity measures if the DARWIN’s percentage performance falls as its number of investors grows.
Written by Jesus
Updated over a week ago

Capacity and Divergence

This article explains how DARWIN's capacity and investor divergence are related.
Written by Miguel Reina
Updated over a week ago