What are real returns achieved by retail algo traders?

Discussion in 'Automated Trading' started by alex314159, Feb 11, 2015.

  1. Sergio77

    Sergio77

    The S&P 500 Sharpe is about 0.5 if I recall correctly. It is hard to get > 1 after 10 years because of drawdown.
     
    #11     Apr 16, 2015