Sharp Value.. 48.48?

Created at 13 Dec 2015, 12:54
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iulik2k1

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Joined 16.08.2013

Sharp Value.. 48.48?
13 Dec 2015, 12:54

Hi, i think sharp ratio is wrong, because i obtain value 48.48.

Ex: Equity=10.814, Balance = 10.814, Net Profit=814, Sharpe Ratio 48.48??

The HFT obtain arround 8. i don't think i'm that good ...

http://jonathankinlay.com/wp-content/uploads/Fig-111.png

this have sharp ratio 5.

Thanks.

@iulik2k1
Replies

Spotware
16 Dec 2015, 05:41

Dear Trader,

The sharpe ratio is calculated correctly. In case you believe that it isn't, could you please provide us with the simplest example showing it? 

@Spotware
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