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131: Morgan Slade – Strategy Development, Powered by Machine Learning

Chat With Traders

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How to Get a Sharp Ratio of Three or More

The holy grail is to find the 50 or 100 million dollar strategy that also has a sharp ratio of four or five and an unlevered return of 20 to 30 percent those are truly hard to find but there are people finding them. As as we add more data sets and add more tools, make it faster for people to complete step one of the model design process we're finding the people are increasingly becoming more efficient at doing that okay. all right Morgan well like I mentioned earlier we have spoken previously we spoke about a week ago one of the things which you also mentioned during that call which just sort of came up when we were talking about sharp ratios.

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