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Tag: per-trade-edge
Interview Questions
A dollar edge per trade, 1000 trades a year: annual Sharpe?
A 2 bps edge over 2000 trades a year: annual Sharpe?
A per-trade edge with only 100 trades a year: annual Sharpe?
A strong per-trade edge over 250 trades: annual Sharpe?
From a per-trade edge to an annual Sharpe ratio
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