Moontower #204
Would love to play around with online stock slam but unfortunately both links are broken
Yea, it's down...I will check with its founder
> a strategy’s Sharpe Ratio is proportional to the number of independent bets taken by the strategy
multiplied by the correlation of those bets with their outcome
Why would the Sharpe be proportional to the correlation. Shouldn't the Sharpe be negatively correlated with the correlation of the strategies?
Yes, that's what i mean...i should have said inversely proportional!
Would love to play around with online stock slam but unfortunately both links are broken
Yea, it's down...I will check with its founder
> a strategy’s Sharpe Ratio is proportional to the number of independent bets taken by the strategy
multiplied by the correlation of those bets with their outcome
Why would the Sharpe be proportional to the correlation. Shouldn't the Sharpe be negatively correlated with the correlation of the strategies?
Yes, that's what i mean...i should have said inversely proportional!