Discuss about Sharpe Ratio

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1299

Tan Phan Ngoc 2015.07.29 06:41

Discuss about Sharpe Ratio.

I think if a signal with Sharpe Ratio lower than 0.2 is not good. I mean it is very risky. Your opinions?

840

JD4 2015.07.29 18:32 #1

I found this page and this page when doing a search, looks like the first one may get into the specific detail level you are looking for.

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