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Wednesday 02 September 2026 03:13:09 GMT

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Simbwa Fred :

Aqueen her self

2026-09-05 12:59:01

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I'm interested

2026-09-02 03:51:51

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➡️ Quant Finance from scratch Part 8: the Sharpe ratio Two simulated investments: the wild one is built to earn 12 % a year with a volatility of 24 %, the calm one 6 % a year with a volatility of 3 %. Step 1, subtract the safe rate. A safe account pays interest without any risk, here 3 % a year. Only the return above it is the reward for taking risk. Step 2, divide by the risk. The extra return divided by the volatility is the Sharpe ratio: the extra return you get for every unit of risk. Step 3, measure it. Over 10,000 simulated years, the wild one averaged 11.7 % a year with a volatility of 24.0 %, a Sharpe ratio of 0.36. The calm one averaged 6.0 % with a volatility of 3.0 %, a Sharpe ratio of 0.99. Step 4, a fair comparison. Put one eighth of the money into the wild one and the rest into the safe account. The mix swings exactly as much as the calm one, 3.0 % a year, and earns only 4.1 %, while the calm one earns 6.0 %. Step 5, why the ratio is fair. The mix still has a Sharpe ratio of 0.36. Mixing with cash only moves you along the same line, so the ratio measures the investment itself. Step 6, what the wild one would need. To be as good a deal as the calm one at its own risk, it would have to earn 26.8 % a year. So twice the return for eight times the risk is a bad deal here: per unit of risk, the calm one pays about 2.7 times as much. Why quants care: the Sharpe ratio is one of the most used numbers for comparing investments and strategies. It is named after William F. Sharpe, who introduced it in 1966 and later shared the 1990 Nobel prize in economics. One catch: it treats swings up and down the same, and a strategy with rare big crashes can look better than it is until the crash comes. This video is for education only, and nothing in it is financial advice. #quantfinance #sharperatio #risk #volatility #python

➡️ Quant Finance from scratch Part 8: the Sharpe ratio Two simulated investments: the wild one is built to earn 12 % a year with a volatility of 24 %, the calm one 6 % a year with a volatility of 3 %. Step 1, subtract the safe rate. A safe account pays interest without any risk, here 3 % a year. Only the return above it is the reward for taking risk. Step 2, divide by the risk. The extra return divided by the volatility is the Sharpe ratio: the extra return you get for every unit of risk. Step 3, measure it. Over 10,000 simulated years, the wild one averaged 11.7 % a year with a volatility of 24.0 %, a Sharpe ratio of 0.36. The calm one averaged 6.0 % with a volatility of 3.0 %, a Sharpe ratio of 0.99. Step 4, a fair comparison. Put one eighth of the money into the wild one and the rest into the safe account. The mix swings exactly as much as the calm one, 3.0 % a year, and earns only 4.1 %, while the calm one earns 6.0 %. Step 5, why the ratio is fair. The mix still has a Sharpe ratio of 0.36. Mixing with cash only moves you along the same line, so the ratio measures the investment itself. Step 6, what the wild one would need. To be as good a deal as the calm one at its own risk, it would have to earn 26.8 % a year. So twice the return for eight times the risk is a bad deal here: per unit of risk, the calm one pays about 2.7 times as much. Why quants care: the Sharpe ratio is one of the most used numbers for comparing investments and strategies. It is named after William F. Sharpe, who introduced it in 1966 and later shared the 1990 Nobel prize in economics. One catch: it treats swings up and down the same, and a strategy with rare big crashes can look better than it is until the crash comes. This video is for education only, and nothing in it is financial advice. #quantfinance #sharperatio #risk #volatility #python

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#SATOSUGU — ok im sorry for playing in y’all’s faces😔 // #jjk #jujutsukaisen #satosugu #goge

#SATOSUGU — ok im sorry for playing in y’all’s faces😔 // #jjk #jujutsukaisen #satosugu #goge

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