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Maximum Adverse Excursion (MAE)


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Maximum Adverse Excursion (MAE) is designed to calculate the worst possible loss (unrealized or realized) that occurred during a trade. The concept is used in the development of trading systems and in risk management.

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2 Comments at "Maximum Adverse Excursion (MAE)"

roclafamilia October 21st, 2010 (#)

Helpful blog, bookmarked the website with hopes to read more!

admin October 22nd, 2010 (#)

Thank you roclafamilia. We’re constantly trying to improve it.

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