I bumped into these problems when I tried to calculate my Sharpe ratio out of curiosity: I keep things simple if I want to mesure the performance of my trading: return drawdown time to recover is all I watch.
Returns tend to be statistically dispersed. This is where standard deviation is helpful. Of course not alway accurate in including outliers. But it seems to be the standard way to quantify dispersion of returns.
that's the same dude from Belgium Madoff trader his old aliases LOL https://www.elitetrader.com/et/thre...sh-heres-the-proof.320659/page-5#post-4647399 https://www.elitetrader.com/et/search/7652114/?q=languages&o=date&c[user][0]=33100 https://www.elitetrader.com/et/search/7652116/?q=languages&o=date&c[user][0]=422585 https://www.elitetrader.com/et/search/7652117/?q=languages&o=date&c[user][0]=477969 it goes back quite a while https://www.elitetrader.com/et/threads/making-one-point-a-day.53363/page-8#post-809610 and his own admission https://www.elitetrader.com/et/thre...p-next-highs-lows.311139/page-14#post-4487186
While I am a reincarnation of an existing member, that’s not him most people have figured out who I am already not that I am making it a big secret
The pajama trader is not as rare of a breed as you might think. Your opinion though, not surprisingly, is very much in line with the prevailing one in institutional circles.
LOL. If Baron would delete all posters that have more than 1 alias there would not be left over many people on ET... The fact that you are another alias from somebody else was already longtime clear to me too. All posters leave a kind of DNA in their posting that can link them. Van_der_voort is like Don Quixote. Don Quixote/Van_der_voort does not see the world for what it is and prefers to imagine that he is living out a knightly story. As Van der voort has no clue about trading he is scrolling thru ET to find imaginary enemies to kill time. ROFLMAO. https://en.wikipedia.org/wiki/Don_Quixote
To know if it is really as impressive as it looks we should know if: the robot received a rubik cube without knowing in front how the different patterns on each side would look the robot received a rubik cube knowing in front how the different patterns on each side would look In the first case it would be impressive as the robot should see the pattern of the different colors on each side and start to analyze how to go to the solution. In the second case it would not be impressive as the robot would see nothing and programmers would just program the different steps to the solution.