Sharpe is back to 5.61 YTD, max DD peak to valley is still at 2.12%
Which brokerage did you go to?
Sharpe is now 5.41 YTD, max DD peak to valley is 2.12%.
Sounds like some MF global talk..
def, what would be the advantage of IB vs merill edge pro?
Sharpe fell back a little, currently at 5.61 YTD. Will keep updating
TOS offers live DVR back to '09
Sharpe is now 5.84 YTD. Seems like Sharpe is actually on the upside.
Any advice here?
Here are the exact numbers YTD including returns and some risk measures. Return YTD 31.82% Max Drawdown: 2.12% Recovery: 1 Day Sharpe Ratio:...
I think I have a very good strategy, but that does not mean I can't learn from others. As I have stated before I would NOT go into more details...
If you want me to manage 10 million for you, I would have no problem showing you an actual statement. I have provided allready my equity curve...
Just because I have had very good risk adjusted returns, does not make it fantasy.
Six figure account size. I have been trading for some time, and this is the first time I have found a strategy that would give that high of a...
Some rough numbers, for April return is around 8%. YTD Return is around 30.5%, sharpe YTD is around 5.5, Max DD peak to valey is 2.12%
Sharpe is 5.43, Max DD is 2.12%
You got it wrong. Sharpe might not be very imprtont measure at all, peak to valley based on "daily" returns is very important. Based on your...
Sorry but your numbers don't add up. If your monthly DD Peak to Valley is 5% and 4%, your daily Peak to Valley can't possibly be 2%. So either you...
Here are the exact numbers YTD, Sharpe 5.2%, Max daily DD Peak to Valley is 2.12%.
Your max daily DD "P to V" is more important then DD based only on monthly returns. Based on your monthly DD I would guess that your P to V DD...
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