The Startup
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The Startup

Twisting the Sharpe Ratio

by Qian Zhu and Tom Starke

If you want to learn about things deeply, you need to break them. Sharpe Ratio is one of the top metrics used by traders and investors to evaluate their trading strategy/investment systems. It is often referred to as the ‘risk-adjusted performance measures’, which gives confidence to investors by comparing the portfolio to a risk-free benchmark.

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