http://www.aleablog.com/a-note-on-trader-sharpe-ratios/ Alea Jacta Est Mon, 12 Jul 2010 20:04:31 +0000 hourly 1 http://wordpress.org/?v=3.0 http://www.aleablog.com/a-note-on-trader-sharpe-ratios/#comment-3617 jck Wed, 25 Nov 2009 23:19:37 +0000 http://www.aleablog.com/?p=4408#comment-3617 I suspect not. The period under review is very short and it is not clear what kind of trading, in term of time horizon, the subject were doing, so the results, however interesting, should to be taken with a pinch of salt, in my view. I suspect not. The period under review is very short and it is not clear what kind of trading, in term of time horizon, the subject were doing, so the results, however interesting, should to be taken with a pinch of salt, in my view.

]]> http://www.aleablog.com/a-note-on-trader-sharpe-ratios/#comment-3616 pwm Wed, 25 Nov 2009 22:21:07 +0000 http://www.aleablog.com/?p=4408#comment-3616 Do you think they adequately controlled for survivorship bias? Do you think they adequately controlled for survivorship bias?

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