Registered: Dec 2008
04-20-12 12:13 AM
Just my 2 cents... Sharpe ratio is meaningless from a manager evaluation point of view, (especially on a short time frame) without a deep understanding of how/what you're trading.
Simple example: if you're doing some kind of mean reversion / martingale / doubling down on losses... every single closed trade will be profitable until the one that puts you out of business. Same is certainly true for naive option writing strategies.
So, if the intent of this journal is to impress potential investors with your performance, you need to get a lot more specific about what you're trading and how you're trading it.