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The formula that you cite is from the original formulation, published in 1966. Sharpe has revised it in 1994 to this: Sharpe ratio = (Average Portfolio Return - Risk free rate of return) / STDEV(excess returns) If the risk free rate is 0, the 1994 version reduces to the 1966 version. Yes, if...

2016: +21.5% 2017: in the [+5% .. +15%] range 2018: +1.6% after 1st quarter

"I always have a quotation for everything - it saves original thinking. " - Dorothy L. Sayers

The commonly accepted definition of scalping is that it is a trading style which involves making dozens or even hundreds of trades a day, taking very small profits and losses on each trade, as small as one tick. Clearly, using monthly, weekly, or even 5-minute bars would be useless for that kind...

Your own snapshot shows that you have a balance of $18.37, and that you lost $1.18, which is a loss of 6% of account equity. I don't understand what is so "perfect" about it.

That was my impression, too. The OP is looking for a "unicorn" and is willing to pay $1000 per month for a full-time job, which translates to roughly $6/hour wage. The job comes with a flashy title of a "co-founder", but pays below the minimum wage rate. The apparent intent is to liberate the...

I am surprised, too. Baron is a known CIA operative, who personally participated in the interrogations of the suspected terrorists, and there are rumors that he was the one who killed Usama Bin Laden. ET is just a cover front for him. The fact that the CIA did not censor your post is clearly a...

Randomness is a tricky thing, depending on the context. Consider this: if you flip a fair coin 1000 times, and end up with 600 heads and 400 tails, that would constitute a 6-sigma event. The probability of this distribution to occur is approximately 1 in 500 million, which is a near...

Read the subject of this thread.

You make it sound as if Intel ships processors with viruses embedded inside them, which is a gross misrepresentation, of course.

It's been almost 6 months. How is it going?

20 cats (among which 5 are pregnant with quadruplets), 2 ponies, 1 donkey, 8 children, and 3 adults in the same household. I estimate that's 194 legs. And that's not counting Tina, the housekeeper who pretends to be a Nigerian, but is in fact Kenyan. Pretty much everyone in the family, including...

I read your "pleadings". You made a foolish decision to trade futures with borrowed money, and now you lost everything that you had. ET forums are full of stories like this. Now that you are homeless with a half a dozen of kids to support, of course you are trying to find a way out. I hope you do.

The story by OP reads like a cheap novella, where a boring plot is obscured by totally unrelated subplots with references to Hitler, Beatles, and numerous quotes attributed to historical figures, outlined in different colors and fonts for special effect. To appeal to the reader's sense of...

Ranking return distributions is a non-trivial exercise. There are some 100+ investment performance metrics in existence, but there is no consensus on which one best measures the "true skill" of a fund manager. The industry "standard" is the Sharpe ratio, which has numerous flaws. These flaws...

The term "bank account like structure" implies very low returns with very low risk. Indeed, up until recently, the #1 rated FundSeeder account had 2 years of history, with an average annualized return of 2%. It appears that FS has changed the ranking formula, as this account is no longer in the...

Good book on the topic of "10,000 hours of practice":

My average is about 250 milliseconds with Interactive Brokers. I've seen as low as 95 milliseconds and as high as 1.5 seconds.

1. There is "backtesting", and there is "optimization". But there is no such thing as "backtesting optimization". There is a concept of "portfolio optimization", and "trading strategy optimization", but perhaps what you mean is entirely different. 2. To statistically justify the necessity of 25...

25 variables form a gigantic optimization space. Even in the simplest case where each variable is binary (i.e. yes/no), you have: 2^25 = 33.5 million That is, the optimizer would need to run 33.5 million combinations of parameters. Just wanted to point that out, in case you didn't realize the...