2 ms·
The high frequency trading firms are interested in strategies with Sharpe ratio of 3 and above, not the 0.10 incremental Sharpe ratio for the strategy I linked
by Bostonian 4y ago
The high frequency trading firms are interested in strategies with Sharpe ratio of 3 and above, not the 0.10 incremental Sharpe ratio for the strategy I linked to.
- orsenthil 4y agoBostonian, portfoliovisualizer and approach you shared is very interesting. I am a new comer in this domain, can you share some good resources to get started? Courses / Books that share recipes can help me.