What is your Sharpe?

You are talking to hedge fund crowd here. They are not interested in buying options due to different risk profiles and limited liquidity.

 

Both. But I recently lost the benefit of IIP reduced fees, so outrights lately.

 

Actually, not a bad idea. Jack's a co-founder of FundSeeder, a group mentioned earlier in the thread, and he could profile the best performers in a book.

 

Good idea, Deut. Jack is one of the good guys. I wonder why these wizards are never seen anywhere beyond this site??

 

My live trading sharpe is 5 and backtesting of the same strategy is 8.

 

This is so true... How did the best instruments came one on my radar? Just randomly...

 

That is very very impressive. S&P500 Sharpe is 0.82. Your performance is 6 x better. Wow, you will be very rich very soon, maybe you already are.

 

For ET traders, 6 Sharpe is unimpressive

 

Same here.

 

Care to explain?

Thanks.