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2005-08-20 · I understand the calculation of the sharpe ratio as it relates to long-term investing of non-margin positions (its most basic implementation). I'm

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The Sharpe ratio is used to evaluate financial assets and investment portfolios, but in Forex it is also can be used.

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Sharpe ratio is one of the many terms that investors and day traders come across especially when screening for a trading strategy or investing in a mutual fund or an ETF.

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2012-11-29 · The Importance of 2 (as Sharpe Ratio) Many trading strategies are not made of discrete bets. For example,

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Sharpe Ratio - Highest in per unit of deviation in an investment asset or a trading strategy, Sharpe's ratio does not take floating DD into account.

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2016-05-03 · by Apoorva Singh To measure the performance of a trading strategy, annualized returns are often a common metric. However comparing two strategies based on

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2009-12-30 · But too many people are watching those spreads too closely to get the high Sharpe ratios you need To build a trading strategy off of this I would take

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A similar question to this was asked here: How do i test the significance of Sharpe ratio of a strategy using bootstrap I have bootstrapped the original time series