Shine your Sharpe Ratio here

Sep 23, 2018 at 06:26
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7 Replies
jnimc
forex_trader_404449
Tham gia từ Feb 19, 2017   12bài viết
Sep 23, 2018 at 06:26
The Sharpe Ratio is one of the best risk/reward indicator of your trading and luckily it is calculated by myfxbook. A Sharpe greater than 1 is rated as a good one, greater than 2 is very good, greater than 3 is excellent. For example Morgan Stanley IO fund's Sharpe is 1.35...

In Forex you don't need to have a good Sharpe to generate remarkable profits, especially over a short period of time. BUT 1) as a trader here you want to attract a good number of serious investors copying your signals as long as possible: it will definitely help if your Sharpe is good enough... equally 2) signal copiers/investors want a good enough risk/reward from following your system... 3) a newbie trader should try do develop their trading strategies which generates respectable Sharpes... 4) also this is important IMHO especially after the recent ESMA regulation concerning max. leverage for a retail trader (most of us).

Please shine your Sharpe here. Thanks 😄
Tham gia từ Aug 27, 2017   994bài viết
Sep 26, 2018 at 07:18
jnimc posted:
The Sharpe Ratio is one of the best risk/reward indicator of your trading and luckily it is calculated by myfxbook. A Sharpe greater than 1 is rated as a good one, greater than 2 is very good, greater than 3 is excellent. For example Morgan Stanley IO fund's Sharpe is 1.35...

In Forex you don't need to have a good Sharpe to generate remarkable profits, especially over a short period of time. BUT 1) as a trader here you want to attract a good number of serious investors copying your signals as long as possible: it will definitely help if your Sharpe is good enough... equally 2) signal copiers/investors want a good enough risk/reward from following your system... 3) a newbie trader should try do develop their trading strategies which generates respectable Sharpes... 4) also this is important IMHO especially after the recent ESMA regulation concerning max. leverage for a retail trader (most of us).

Please shine your Sharpe here. Thanks 😄
Well, I personally use my own trading plan! But my trading strategy is very common, yes I trade according to the price action trading strategy! On the other hand, I filter out the market trend based on my fundamental trading informations.
keeping patience.......
Tham gia từ Sep 06, 2018   3bài viết
Sep 27, 2018 at 13:42
Hehehe, my Sharpe is zero... But i don't think that metric matters, unless for like you mentioned re- attracting investors. Risk adjusted return on the other hand, well that is what really matters. Well to me, as a trader. I think that should be an investors focus. 😎
I'll take the money thanks, you can have the pips..
Tham gia từ Apr 18, 2017   920bài viết
Sep 28, 2018 at 05:35
FriedChicken posted:
Hehehe, my Sharpe is zero... But i don't think that metric matters, unless for like you mentioned re- attracting investors. Risk adjusted return on the other hand, well that is what really matters. Well to me, as a trader. I think that should be an investors focus. 😎

Well, thanks for your opinion! By the way, may I know your average risk reward ratio? If you don’t mind actually.
jnimc
forex_trader_404449
Tham gia từ Feb 19, 2017   12bài viết
Sep 28, 2018 at 05:42
FriedChicken posted:
Hehehe, my Sharpe is zero... But i don't think that metric matters, unless for like you mentioned re- attracting investors. Risk adjusted return on the other hand, well that is what really matters. Well to me, as a trader. I think that should be an investors focus. 😎

yes, this is what I said - a sole trader may not need a good Sharpe... but if you r a fund manager (other people's money) you better have one...
Tham gia từ Sep 06, 2018   3bài viết
Sep 30, 2018 at 05:51
AniLorak posted:
FriedChicken posted:
Hehehe, my Sharpe is zero... But i don't think that metric matters, unless for like you mentioned re- attracting investors. Risk adjusted return on the other hand, well that is what really matters. Well to me, as a trader. I think that should be an investors focus. 😎

Well, thanks for your opinion! By the way, may I know your average risk reward ratio? If you don’t mind actually.

Sure! It changes according to market dynamics. Ranges from 1:1 all the way to 1:30 😄
I'll take the money thanks, you can have the pips..
jnimc
forex_trader_404449
Tham gia từ Feb 19, 2017   12bài viết
Oct 02, 2018 at 12:42
Sharpe ratio (90-day) of major Crypto-currencies:

BTC has the highest at 0.68
XRP 0.6
XMR -0.2
BCH -1.27
LTC -1.35
ETH has the lowest at -3.17

for comparison
S&P 500's is 4.59!
Tham gia từ Aug 27, 2017   994bài viết
Dec 26, 2018 at 14:56
jnimc posted:
Sharpe ratio (90-day) of major Crypto-currencies:

BTC has the highest at 0.68
XRP 0.6
XMR -0.2
BCH -1.27
LTC -1.35
ETH has the lowest at -3.17

for comparison
S&P 500's is 4.59!
What does it mean; BTC has the height 0.68? Since I see, it was 2017! Even on Oct; please explain.
keeping patience.......
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