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
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Written by Jesus
Updated over a week ago

Market Correlation (Attribute and Charts)

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

Capacity and Divergence

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