Tag: sharpe-ratio
Concepts
Interview Questions
- Optimal leverage for a return stream
- Why the best backtest is probably a fluke
- The best of 100 random strategies looks brilliant
- How long to trust a Sharpe of 0.6?
- How long to tell a Sharpe 1.5 from a Sharpe 1.0?
- The best of fifty backtests shows a Sharpe of 1
- How autocorrelation inflates a reported Sharpe
- How many years to trust a Sharpe ratio?
- How noisy is an estimated Sharpe ratio?