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NO distribution is the norm. finding that no real distribution is gaussian does not necessarily imply that gaussian is not the best fit for all . . .

virgin very much agreed. peace

tiocsti i am conservative and assume anyone can loose what he can gain. even if an equity curve shows strong difference between upside and downside vola i assume they are the same. this is just from experience that sooner or later every upward distorted equity curve distorts down as well. i...

systematic? discretionary?

pretty good figure. mind telling your trading frequency? peace

good trendfollowing ctas usually trade SR around 1.0-1.5. discretionary long short equity funds trade somehow above that, but this group is so inhomogene that averages do not make too much sense. systematic yet discretionary approaches like merger arb or convertible arb trade between 1.5...

fine with me. good luck to you. peace

erik looking at the trades does not seem useful to me, since the concept of time is lost ... is this the useless figure they use on TS? peace

nutsneal to make it short: i do not want to enter a discussion about the most widely spread single figure among the professional alternative investment scene. i am aware of the ifs and whens, the improvements here and there. i think it is important to combine return and risk in one figure. for...

do you kow your sharpe ratio? i find it rarely mentioned on this board, yet to me it is a quite important figure. peace

... last pages of this thread deserves to be thrown out of ANY internet board. i've been around here for a while, but this is the most disgusting material i've ever seen. shame on each of you. do not answer to this post - i won't read anything said on this thread.

stop arguing. you are wasting time. all of you. peace

what is the bloomberg code? thanks in advance. peace