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Nah. I've made made multiples in net profits against this loss and I'm net positive 80% of the time. It's still my personal best year despite the loss. It's a n
by peterkto 12y ago
Nah. I've made made multiples in net profits against this loss and I'm net positive 80% of the time. It's still my personal best year despite the loss. It's a nice living. I think I'll stick around.
- joshu 12y agoWhat is your sharpe ratio?
- peterkto 12y agoI don't have a number for my personal account trading but I suspect it would be pretty solid... my equity curve is basically a 45 degree slope from bottom left to upper right with no sharp dips. My sharpe ratio at my firm (calculated automatically in our database) was well over 3 until that loss. I don't remember it exactly but it was such a crazy number to believe (relative to other sharpe ratios) that I stopped thinking it was a risk metric that mattered for my style of trading.