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Can I keep my Sharpe ratio higher then 3 for a second year??
- Thread starter macintash
- Start date
Threads like this are huge circle jerks that greatly lower the signal-to-noise ratio on these forums.
I still lurk here from time to time, but it's no surprise to me that some of the greats like RM no longer post here.
I still lurk here from time to time, but it's no surprise to me that some of the greats like RM no longer post here.
Without going to respond to every post I will leave it with the following. I will be posting here how I am doing with my goal of Sharpe +3, if anyone feels that its not interesting unless I disclose more of what I am doing (strategy, instrument, edge etc) you can kindly leave the thread and move to another one. There is no need to explain how interesting or not this thread is, in the future I will try not to respond those kind of posts.
Quote from showyouwang:
Threads like this are huge circle jerks that greatly lower the signal-to-noise ratio on these forums.
I still lurk here from time to time, but it's no surprise to me that some of the greats like RM no longer post here.
Quote from macintash:
Without going to respond to every post I will leave it with the following. I will be posting here how I am doing with my goal of Sharpe +3, if anyone feels that its not interesting unless I disclose more of what I am doing (strategy, instrument, edge etc) you can kindly leave the thread and move to another one. There is no need to explain how interesting or not this thread is, in the future I will try not to respond those kind of posts.
can i ask, as respectfully as possible, what is the point of the thread if no strategy, instrument, or anything else (besides what the sharpe ratio is that day) will be discussed?
if it is purely to track your sharpe, why not keep it written down on a piece of paper? if you advertise it (which this thread is blatantly doing), it is going to get questions, especially if it is sitting right there on the front page of the site.
There are 2 types journals here. Some journals focus on strategy (yours is one of them), other focus on personal goals like %return goal or dollar goal without detailing much what they are doing (neke has been posting for a very long time his ups and downs, and its quite interesting too watch, even though I wouldnât learn a thing about a strategy). What I have done basically in my thread is instead of focusing on dollars or % return, I am focusing on Sharpe.
Quote from Jgills:
can i ask, as respectfully as possible, what is the point of the thread if no strategy, instrument, or anything else (besides what the sharpe ratio is that day) will be discussed?
if it is purely to track your sharpe, why not keep it written down on a piece of paper? if you advertise it (which this thread is blatantly doing), it is going to get questions, especially if it is sitting right there on the front page of the site.
Quote from Jgills:
can i ask, as respectfully as possible, what is the point of the thread if no strategy, instrument, or anything else (besides what the sharpe ratio is that day) will be discussed?
if it is purely to track your sharpe, why not keep it written down on a piece of paper? if you advertise it (which this thread is blatantly doing), it is going to get questions, especially if it is sitting right there on the front page of the site.
I've tried asking its pointless. There's nothing to learn from this. He said he would explain the point of the thread but he never will.
Quote from macintash:
There are 2 types journals here. Some journals focus on strategy (yours is one of them), other focus on personal goals like %return goal or dollar goal without detailing much what they are doing (neke has been posting for a very long time his ups and downs, and its quite interesting too watch, even though I wouldnât learn a thing about a strategy). What I have done basically in my thread is instead of focusing on dollars or % return, I am focusing on Sharpe.
but i dont think much edge is being given out in my journal. if people can figure it out my exact strategy from my journal then more power to them
i'll drop it, do as you please.. i was only curious..
Mac,
I encourage you to post:
1. Sharpe with a rolling window, say 1 year;
and
2. Sharpe from beg of the account/strategy.
Even better, you can just take a screen shot of IB portfolio Analyst to show thread followers more parameters, instead of stating a number. It adds more authenticity to your claim of high Sharpe and also gives folks more information to offer you feedback.
njrookie
PS: I am looking at a YTD Sharpe of 9, which is totally meaningless at this stage.
I encourage you to post:
1. Sharpe with a rolling window, say 1 year;
and
2. Sharpe from beg of the account/strategy.
Even better, you can just take a screen shot of IB portfolio Analyst to show thread followers more parameters, instead of stating a number. It adds more authenticity to your claim of high Sharpe and also gives folks more information to offer you feedback.
njrookie
PS: I am looking at a YTD Sharpe of 9, which is totally meaningless at this stage.