I dont seem to understand your reply.. can you explain yourself?
Heech, you have commented several times before, but a lot of your comments I answered already before. Re the DD question I have a hard 10% stop...
Can I keep my Sharpe ratio higher then 3 for a second year?? My target for the year is to have a Sharpe ratio of more then 3 for a second year...
As I have stated before several times, I canât go into details about my strategy etc, but if you want to discuss risk management, position...
Nice performance sellingvol66, how much was your max daily DD? Also its interesting that just like rallymode it seems that over 80% of your...
Max DD this year was 7.33%. Not sure why you think my curve would look like that, versus someone who had a 20% DD this year.. (As I have mentioned...
Year is over, and Sharpe for the year is 3.59, max DD peak to valley is 7.33%. "Monthly Sharpe" is 3.49. Below I have enclosed the monthly returns...
I would chose 300k with a 3.5 Sharpe... Now the most important thing is how much money you make in the "long term". Making a lot of money this...
I am not sure what you where thinking, offcorse the grocery store is right for throwing you out.. itâs the $ that you achieve with your Sharpe...
The answer is no, I havenât kept Sharpe over 4 for the full year, but it was close enough in the 3.5 range. For next year I am considering...
Having an actual investor having more info on what you are doing is one thing, giving out the information "up front" in order to be part of a...
Thanks, but the way RAPPA is structured you giving up a lot of your trading privacy just to enter, I am not so sure its worth. You got to find a...
Sharpe is 3.66, only 2 trading days left. Donât expect any major changes in the next 2 days so Sharpe for the year would probably be between 3.5...
you don't usually make 100% a year with a 10% drawdown with a Sharpe of -100... A high Sharpe generally means that your returns are much greater...
Sharpe is 3.72. Only 4 trading days left for the yr.
If its IB, forget about it
LOL:) :cool:
Interesting structure and makes sense. So in reality it's not exactly 850% and 60% DD, since the cash account is actually part of the equity but...
interesting approach. I guess your strategy needs minimum equity. How do you decide position size?
Wow, that's some numbers. It seems the only thing we have in common is the 3.5 Sharpe... I would be concerned with that kind of DD, what happens...
Separate names with a comma.