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Search: Posts Made By: bijeremiad

Forum: Psychology and Money Management

March 24th, 2014, 09:45 AM

Replies: 10

Got a sharpe of 2.0

Views: 3,029

Posted By bijeremiad

The quants definitely use sharpe. Some places,...

The quants definitely use sharpe. Some places, all you need is a sharpe > 1 and large enough strategy capacity.

Even Van Tharp in Super Trader uses expected return/std deviation...

Forum: Psychology and Money Management

March 21st, 2014, 01:17 AM

Replies: 10

Got a sharpe of 2.0

Views: 3,029

Posted By bijeremiad

Here are two quotes from Ernie Chan: The...

Here are two quotes from Ernie Chan:

The Sharpe ratio is actually a special case of the information
ratio, suitable when we have a dollar-neutral strategy, so that the
benchmark to use is...

Showing results 1 to 2 of 2

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
No significant challenges
Something else (discuss in thread)

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