201: “Getting serious about part-time trading” – Kris Longmore
Better System Trader
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Yorjist, Is This a Good Model of Trading Returns?
robert wealth: We have this geometric branian motion simulator, which is a reasonable model of what trading returns look like. The simulates generated ten different fiveyear equity curves, and all of them come from a process with long term sharp ratioof one. And on the screen you can see we've plotted te best of those ten equity curves in grain, the worst one in red, and the median in black. So the way you can think about this is that the green equity curve is like trading a sharp ratio one and getting lucky. It actually realized ta slightly higher sharp of one, point five over that five year period. But even with that it still had to sit through a hundred
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