Quiz: Probability & Distributions for Traders | Markitel

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Quantitative Methods & Risk

AcademyQuantitative Methods & RiskProbability & Distributions for Traders

Quiz

Probability & Distributions for Traders

Random Variables, Returns & Expectation
The Normal Distribution — and Why Markets Aren't
Volatility Clustering & Regimes
Correlation, Covariance & Diversification

Expectancy, Edge & Sample Size

Expectancy: The Arithmetic of Edge
Variance, Sample Size & the Law of Small Numbers
Sharpe, Sortino & Risk-Adjusted Return
Compounding & the Volatility Tax

Risk Measures: Volatility, Drawdown, VaR & CVaR

Volatility & Drawdown as Risk
Value at Risk, Three Ways
Expected Shortfall (CVaR) & Where VaR Fails
Stress Testing: Scenarios that Break VaR

Position Sizing & Capital Allocation

Fixed-Fractional Risk & Why Size Is the Strategy
The Kelly Criterion (and Why Full Kelly Is Violent)
Fractional Kelly & Volatility Targeting
Portfolio Heat & Correlated Risk

Backtesting Hygiene: Why Most Backtests Lie

Overfitting & the Multiple-Testing Trap
Look-Ahead & Survivorship Bias
Walk-Forward & Out-of-Sample Discipline
Costs, Slippage & the Bootstrap

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