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  1. R

    What are real returns achieved by retail algo traders?

    I like the following analysis from Meb Faber: http://mebfaber.com/2009/12/03/where-have-all-the-sharpe-ratios-over-1-gone/ All professional fund managers have problem to achieve Sharpe over 1 in a long term. You may have nice numbers short-term (3-5 years). But it is very hard to achieve it...
  2. R

    quantpedia.com - The Encyclopedia of Trading Systems ?

    Nice web Alex, thanks. Did you try any strategy?
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