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Maximum Adverse Excursion: Analysing Price Fluctuations for Trading Management - John SweeneyMaximum Adverse Excursion (MAE) replaces emotionally-biased guesswork with statistical calculations that enable traders to quantitatively define the loss point. Using MAE, they can pinpoint the amount of any potential loss before they implement their trading decisions, thus avoiding nasty surprises. The inventor of MAE provides all the tools and guidance--including computer programs--traders need to create personalized charts that measure market behavior, determine the specific capital requirements for every trade, and help better manage day-to-day investment risks.
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Copyright © 2018 Mick Brooks
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