sharpe ratio

Discussion in 'Strategy Building' started by trend2009, Jan 12, 2023.

  1. Businessman

    Businessman

    10,000 trades per year. 800 per month. Make sure you are calculating commissions and slippage correctly. That is a lot of trades.

    You are going to be paying a lot of commissions.
     
    #21     Jan 12, 2023
    spy likes this.
  2. Yes, all slippage and fees were taken into account. The stocks are liquid stocks. The entry price is limit.
     
    #22     Jan 12, 2023
  3. spy

    spy

    I don't feel like you're humblebragging, just need some feedback so...

    Is it real money? Then I think you have your answer... wall street loves it because they're paying you religiously.

    But it seems to be all hypothetical. And, that's another story. Then, esp., there's going to be some level of front-office sell-side work to be done. No matter what, if you want to put other's money to work too, you're going to have to embrace sales and marketing.
     
    #23     Jan 12, 2023
  4. alistera

    alistera

    Exactly, which is why I did just that, the stock screener I use can identify the smallest moves, using leveraged CFDs on a small account booked 30% ROC this week on Tesla (TSLA), the screener runs on algos that cost $millions on an architecture with a sharpe above 3, but that's beside the point because no one will have access to it, even people wanting to run hedge funds on it are usually told to go away :D
     
    #24     Jan 12, 2023
    spy likes this.
  5. such strategy has nothing to brag about. Even if it is acceptable, it is in low end. Just want to know how low could go for acceptable performance in the view of institutions.
     
    #25     Jan 12, 2023
  6. Businessman

    Businessman

    You are so rich, why are you wasting your time here with us bums??
     
    #26     Jan 12, 2023
  7. Businessman

    Businessman

    Have you traded this live with real money even for one month?

    To make sure live performance is as expected?
     
    #27     Jan 12, 2023
    spy likes this.
  8. spy

    spy

    Fair enough, unfortunately I never worked the front-office and so have nothing to say beyond that you'll have to consider the sales and marketing of you and your strategy.
     
    #28     Jan 12, 2023
  9. spy

    spy

    It's a new day and and age... I really believe the advances in tech have had a phenomenally democratizing effect on the world in countless way.
     
    #29     Jan 12, 2023
  10. alistera

    alistera

    Something to do, of course because you can compound indefinitely :p but very comfortable in life, unless you create income/capital on demand humanity is designed to net you back to zero anyway, inflation, wars, pandemics, stupidity of the system.

    "If you can talk with crowds and keep your virtue,
    Or walk with Kings—nor lose the common touch,"
     
    #30     Jan 12, 2023
    JonLivingston and spy like this.