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  1. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    These are old numbers from July. Below are the current monthly numbers with a monthly Sharpe of 4.18. Jan 2012 2.92% Feb 2012 6.17% Mar 2012...
    Post by: macintash, Oct 3, 2012 in forum: Journals

  2. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    Sharpe is 4.62 YTD. My goal for the year has been reached 75%. Re raising money to manage, I have decided against it for now. However I hope to be...
    Post by: macintash, Oct 3, 2012 in forum: Journals

  3. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    I am measuring Sharpe based on Daily changes in MTM value. BTW, I have little knowledge in statistical language, is there a good book to teach...
    Post by: macintash, Sep 30, 2012 in forum: Journals

  4. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    What do you do for a living? Retirement planning. In addition recently I am managing money for a couple of partners for a fee (fee is around 10k a...
    Post by: macintash, Sep 30, 2012 in forum: Journals

  5. Trader P/L 2012

    3d quarter is over. My return YTD is 83.2%, Max DD peak to valley is 7.33%, and Sharpe ratio is 4.62.
    Post by: macintash, Sep 30, 2012 in forum: Journals

  6. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    You are right that I am not giving a lot of info. But if I had to choose between getting advice and protecting my strategy my choice is protecting...
    Post by: macintash, Sep 27, 2012 in forum: Journals

  7. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    Post by: macintash, Sep 24, 2012 in forum: Journals

  8. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    What would be the formula to calculate STD on the DD? I have run some numbers on skew and kurtosis, would that help? P.S Your assumption that I...
    Post by: macintash, Sep 24, 2012 in forum: Journals

  9. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    Sharpe YTD is 4.57, max DD YTD peak to valley is 7.33%. I am getting close to finishing 3d quarter, what you guys think about taking money from...
    Post by: macintash, Sep 23, 2012 in forum: Journals

  10. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    Sharpe is 4.45, max DD YTD is 7.33%.
    Post by: macintash, Sep 10, 2012 in forum: Journals

  11. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    Another month is over and Sharpe is still above 4. This month I put special emphasis on DD and August was quite an improvement over July, return...
    Post by: macintash, Sep 2, 2012 in forum: Journals

  12. IB changes margin rules abruptly without informing

    Interesting. When you are saying better rates did you include exchange fees as well, usually IB’s rate is all in while others add exchange fees.
    Post by: macintash, Aug 28, 2012 in forum: Interactive Brokers

  13. IB changes margin rules abruptly without informing

    Which broker did you found comparable to IB, and if they are good why do you still keep 50% with IB? In general I agree that IB is the worst...
    Post by: macintash, Aug 28, 2012 in forum: Interactive Brokers

  14. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    Haven’t posted in a while, have been busy adjusting strategy. Will try to post more often. Daily Sharpe YTD is 4.58, Max DD YTD peak to...
    Post by: macintash, Aug 27, 2012 in forum: Journals

  15. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    I have replied by PM.
    Post by: macintash, Aug 8, 2012 in forum: Journals

  16. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    Sharpe is 4.34, however max DD was 7.37% this month. On top of that the return for the month was negative 4%. The weak results were because of 2...
    Post by: macintash, Aug 1, 2012 in forum: Journals

  17. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    Sharpe is 5.29, Max DD Peak to Valley is 3.38%.
    Post by: macintash, Jul 8, 2012 in forum: Journals

  18. Trader P/L 2012

    sellindexvol66, njrookie, rallymode, all have Sharpe of over 4. Some people say it’s impossible, encouraging seeing proof otherwise.
    Post by: macintash, Jul 8, 2012 in forum: Journals

  19. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    Probably around 5-15%
    Post by: macintash, Jul 2, 2012 in forum: Journals

  20. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    My goal for second half would be skewed a little more to growth. Monthly target return 7-12%, up from 5-9%. For Sharpe and max DD I would start...
    Post by: macintash, Jul 2, 2012 in forum: Journals
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