The formula that you cite is from the original formulation, published in 1966. Sharpe has revised it in 1994 to this: Sharpe ratio = (Average...
2016: +21.5% 2017: in the [+5% .. +15%] range 2018: +1.6% after 1st quarter
"I always have a quotation for everything - it saves original thinking. " - Dorothy L. Sayers
The commonly accepted definition of scalping is that it is a trading style which involves making dozens or even hundreds of trades a day, taking...
Your own snapshot shows that you have a balance of $18.37, and that you lost $1.18, which is a loss of 6% of account equity. I don't understand...
That was my impression, too. The OP is looking for a "unicorn" and is willing to pay $1000 per month for a full-time job, which translates to...
I am surprised, too. Baron is a known CIA operative, who personally participated in the interrogations of the suspected terrorists, and there are...
Randomness is a tricky thing, depending on the context. Consider this: if you flip a fair coin 1000 times, and end up with 600 heads and 400...
Read the subject of this thread.
You make it sound as if Intel ships processors with viruses embedded inside them, which is a gross misrepresentation, of course.
It's been almost 6 months. How is it going?
20 cats (among which 5 are pregnant with quadruplets), 2 ponies, 1 donkey, 8 children, and 3 adults in the same household. I estimate that's 194...
I read your "pleadings". You made a foolish decision to trade futures with borrowed money, and now you lost everything that you had. ET forums are...
The story by OP reads like a cheap novella, where a boring plot is obscured by totally unrelated subplots with references to Hitler, Beatles, and...
Ranking return distributions is a non-trivial exercise. There are some 100+ investment performance metrics in existence, but there is no consensus...
The term "bank account like structure" implies very low returns with very low risk. Indeed, up until recently, the #1 rated FundSeeder account had...
Good book on the topic of "10,000 hours of practice": [MEDIA]
My average is about 250 milliseconds with Interactive Brokers. I've seen as low as 95 milliseconds and as high as 1.5 seconds.
1. There is "backtesting", and there is "optimization". But there is no such thing as "backtesting optimization". There is a concept of "portfolio...
25 variables form a gigantic optimization space. Even in the simplest case where each variable is binary (i.e. yes/no), you have: 2^25 = 33.5...
Separate names with a comma.