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Tag: probabilistic-sharpe
Interview Questions
How long to show a Sharpe of 1.5 beats a benchmark of 1.0?
Track record to show a Sharpe of 1.2 beats 0.5
Years to prove a Sharpe of 2.0 beats a benchmark of 1.0
At 99% confidence, how long to beat a benchmark of 0.5?
How long to prove your Sharpe beats a benchmark of 0.5?
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