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NFT Momentum | The 0 DTE option gammageddon, Managed Futures, jump risk, and NFT liquidity cascades

Pirates of Finance

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Is Sharp Ratio Just Narrative?

On sharp ratio, is it just narrative that just people like to look at sharps? You can have a strategy with a negative sharp that can be beneficial to your portfolio. And yet the way we evaluate strategies in this industry is on a per strategy basis. It's massively detrimental to the way people build portfolios. A perfect example: NTSX, my favorite lever, 6040 fund.

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