4 ms·
What is your sharpe ratio?
by joshu 12y ago
What 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.