M MathAndLogic Mar 27, 2010 #1 The ALWA trading system has an incredible Sharpe ratio of 3.041: http://www.collective2.com/cgi-perl/system/grid.mpl Comments?
The ALWA trading system has an incredible Sharpe ratio of 3.041: http://www.collective2.com/cgi-perl/system/grid.mpl Comments?
T trend2009 Mar 27, 2010 #2 Quote from MathAndLogic: The ALWA trading system has an incredible Sharpe ratio of 3.041: http://www.collective2.com/cgi-perl/system/grid.mpl Comments? More... alwa is not public any more.
Quote from MathAndLogic: The ALWA trading system has an incredible Sharpe ratio of 3.041: http://www.collective2.com/cgi-perl/system/grid.mpl Comments? More... alwa is not public any more.
J johnnyqpublic Mar 27, 2010 #3 There are systems on C2 with Sharpe ratios double that. Check out the popular/promoted ones.
M MathAndLogic Mar 29, 2010 #4 Quote from johnnyqpublic: There are systems on C2 with Sharpe ratios double that. Check out the popular/promoted ones. More... ALWA has the highest Sharpe among all option-trading systems.
Quote from johnnyqpublic: There are systems on C2 with Sharpe ratios double that. Check out the popular/promoted ones. More... ALWA has the highest Sharpe among all option-trading systems.
