I can't find more info about these ratios

Generic
1

Course Name: Short Selling in Trading, Section No: 13, Unit No: 1, Unit type: WaterMarkVideo

Hello, in this video you talk about:

1. Grit Index Ratio.

2. Martin Ratio.

3. Seykota Lake Ratio.

However I can't find more info about these metrics outside of this video, please refer more literature or information for these 3.

Thanks!

2

Hi Daniel,



Martin ratio is also popularly known as the ulcer index, you can read more about it here.  



The grit index simply uses the ulcer index concept but applies it differently. After calculating the same expanding ulcer index, the grit index is computed by dividing the cumulative returns by the ulcer index.



Seykota lake ratio, developed by Ed Seykota, it measures the profit generated by a trading system relative to its maximum drawdown. You can read more about it here.



Thanks

Rushda

3

The grit index simply uses the ulcer index concept but applies it differently. After calculating the same expanding ulcer index, the grit index is computed by dividing the cumulative returns by the ulcer index.

Wait, grit index it's not simple final pnl/sum of all losses like you said in the video?
4

Hi Daniel,



We have forwarded your query to the author of the course and will get back to you on this.



Thanks

Rushda

5

Hi Daniel,



The Grit index is explained correctly in the video. We will be making the necessary changes to other units for Grit index calculation. 



Thanks

Rushda