Sharpe Ratio
#2
The sharpe ratio is a measure of risk versus profit. If you have a strategy that is very profitable sometimes but on other times loses a lot of money it's still risky. From a risk perspective a strategy that always makes a tiny profit but never any loss is considered a lot safer.
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Messages In This Thread
Sharpe Ratio - by Blade - 01-06-2018, 01:12 PM
RE: Sharpe Ratio - by askmike - 01-19-2018, 05:22 PM
RE: Sharpe Ratio - by aketekt - 09-11-2018, 06:11 PM
RE: Sharpe Ratio - by askmike - 09-12-2018, 05:22 AM
RE: Sharpe Ratio - by aketekt - 09-12-2018, 09:03 PM

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