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Search: Posts Made By: SMCJB
Forum: Psychology and Money Management May 12th, 2019, 11:32 AM
Replies: 5
Views: 2,023
Posted By SMCJB
Wouldn't be a ratio because you want both of the...

Wouldn't be a ratio because you want both of the Omega scores to be as high as possible, so maybe sum or product.
Forum: Psychology and Money Management May 12th, 2019, 10:51 AM
Replies: 5
Views: 2,023
Posted By SMCJB
Little bit of forum necromancy here, trying to...

Little bit of forum necromancy here, trying to bring alive a five year old post.

WOW. Simply WOW. I knew about Sharpe and it's problem of also penalizing good volatility and how Sortino attempts...
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What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Total votes: 159
 


 
 


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