1. 

   MathAndLogic

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   The ALWA trading system has an incredible Sharpe ratio of 3.041:
   
   http://www.collective2.com/cgi-perl/system/grid.mpl
   
   Comments?

    

   #1     Mar 27, 2010

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2. 

   trend2009

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   alwa is not public any more.

    

   #2     Mar 27, 2010

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3. 

   johnnyqpublic

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   There are systems on C2 with Sharpe ratios double that. Check out the popular/promoted ones.

    

   #3     Mar 27, 2010

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4. 

   MathAndLogic

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   ALWA has the highest Sharpe among all option-trading systems.

    

   #4     Mar 29, 2010

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