In the ever-evolving world of quantitative trading, performance metrics act as the compass guiding traders toward profitable and sustainable strategies. From plain-vanilla buy-and-hold approaches to sophisticated high-frequency algorithms, the right metrics can reveal strengths, expose weaknesses, and frame necessary optimizations. This blog post will guide you through the most important performance indicators, from basic concepts to more advanced methodologies, giving you the knowledge to measure, interpret, and refine your trading strategies effectively.

Probability and statistics form the bedrock of quantitative trading. They help traders model uncertainty, identify patterns, and manage risk. In this blog post, we will explore a wide range of topicsfrom foundational probability concepts to advanced statistical toolswhile illustrating how quantitative techniques are applied in the world of trading. By the end, you should have a comprehensive understanding of how probability and statistics empower traders to make data-driven decisions.