Recent Content by bobot

  1. Newbie, confused about the Sharpe ratio

    But using standard deviations on a non normal scale is just stupid.
    Post by: bobot, Jul 12, 2019 in forum: Strategy Building

  2. Newbie, confused about the Sharpe ratio

    See that's the point, what if the 2.0 is just based on an improbable event not happening?
    Post by: bobot, Jul 12, 2019 in forum: Strategy Building

  3. Newbie, confused about the Sharpe ratio

    Isn't it quite useless if the returns are not normal? It favors strategies that consistently profit but have a rare but catastrophic loss. It...
    Thread by: bobot, Jul 12, 2019, 10 replies, in forum: Strategy Building