What is your Sharpe?

Discussion in 'Professional Trading' started by TraDaToR, Nov 14, 2016.

  1. Overnight

    Overnight

    So what is a Sharpe ratio of 1.00? Good or bad?
     
    #31     Nov 14, 2016
  2. d08

    d08

    Can't believe there's more than one person who doesn't know what Sharpe is. How do you measure your strategy performance if you don't know the basics?
     
    #32     Nov 14, 2016
    lovethetrade likes this.
  3. Sharpe ratio looks at risk adjusted returns. You can take on more risk to increase returns. Can you increase returns without increasing risk? That's what the Sharpe Ratio looks at.

    Pick up a copy of GATs Systematic Trading for a good discussion of Sharpe.
     
    #33     Nov 14, 2016
    beginner66 likes this.
  4. dealmaker

    dealmaker

    Reminds me of Victor Niederhoffer...
     
    #34     Nov 14, 2016
    Telepuzik likes this.
  5. 3.71, as calculated by fundseeder:
    https://fundseeder.com/trading_account/2941
     
    #35     Nov 14, 2016
  6. Robert Morse

    Robert Morse Sponsor

    #36     Nov 14, 2016
  7. I don't know what a "third party marketer" is. For me, it's just a way to have an independently audited and verified record of my performance, and to hopefully get an allocation.
     
    #37     Nov 14, 2016
  8. Robert Morse

    Robert Morse Sponsor

    A "third party marketer" helps raise AUM for a % of your fees. How do they make money? What do they charge you for?
     
    #38     Nov 14, 2016
  9. Okay, yes, this is what fundseeder does.

    There is no charge for just tracking the account and performance analytics. I have not been offered an allocation yet (as my record is rather short).
     
    #39     Nov 14, 2016
  10. Robert Morse

    Robert Morse Sponsor

    Do they charge you for the analytics or only if they raise AUM for you? Or, to set up your CTA or RIA? Where do the fees come in? I can't find that on their website.
     
    #40     Nov 14, 2016