Great in theory and we must have a baseline for comparison but when derivatives are used with none linear averaging and underlying, how accurate is sharpe?
I was pointing out that you need to know wtf you're talking about before anyone will give you money, not discussing the merits of using a Sharpe ratio on an options strategy which was the OPs assertion, not mine!
You can recoup some of the costs of yacht ownership through chartering out your yacht. Tim Sykes posts here and he was on "Below Deck".
LOL i agree with you. Just a heads-up for anyone using sharpe or any other theory . Defensive aren't you.