jsfinancials
Region: AU
Monday 04 May 2026 15:09:24 GMT
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But Sharpe’s only flawed if you expect something else from it.. it reports what it says it should. U always report sortino, autocorrelation skewness etc with it
2026-05-04 17:05:42
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tumii :
how many strategies do you have
2026-06-02 14:20:34
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Jäger • following :
I personally think R^2 is an equally good metric. If the goal of the sharpe is to prioritize linearity in returns it’s better suited. Additionally my strategy isn’t directionally neutral it’s long only, meaning for my purposes a sortino is a much more important metric
2026-05-04 15:29:14
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Orion :
yup... use Sharpe ratio for comparison and tiktok content, never use for measuring risk or stand alone analysis. use non parametric statistic instead of gaussian to calculate all metrics, like median, MAD, CVAR, or even mean (but not robust)
2026-05-04 16:50:32
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User593938572717274 :
Sharpe is fucking awesome fym
2026-05-25 16:35:11
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Found@Sea :
Good you mentioned Calmar, Edward Chan wrote positively about it in Machine Trading, a fantastic read
2026-05-19 00:03:29
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user000765415898 :
wrong, many updide volatility is also lucky or overfit in backtest
2026-05-21 04:41:32
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Marwan :
TikTok is something else…
2026-05-16 21:51:47
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Salut.krish :
damn, sharpe ratio is that bad that it got u rolling yr eyes
2026-05-09 12:12:48
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rostislav finance :
Strc with a sharp ration of 5
2026-05-04 20:50:58
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/home/hurairah :
mentorship wrap it up 💔
2026-05-04 17:53:19
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