The Sharpe Ratio
From the horse's mouth, the skinny on the Sharpe Ratio. The higher the better.
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My thoughts and observations regarding the currency and other markets.
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About Me
- Tom Buchanan
- San Antonio, Texas, United States
- MBA, 8 years experience as stock broker and commodity trading advisor, largely currency futures. Last 12 years trading FX, stocks, futures, options, etc. Studied with John B. Taylor at Stanford.
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Anything worth having is worth sharing as well.
--Sri Chinmoy
'Do you know why it's called a whiting?'
'I never thought about it,' said Alice. 'Why?'
'IT DOES THE BOOTS AND SHOES.' the Gryphon replied very solemnly.
Alice was thoroughly puzzled. 'Does the boots and shoes!' she repeated in a wondering tone.
'Why, what are YOUR shoes done with?' said the Gryphon. 'I mean, what makes them so shiny?'
Blog Archive
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2005
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April
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- Philly Fed Surprise Bullish for Dollar
- FRB: Speech, Ferguson—-U.S. Current Account Defici...
- What are the Bretton Woods Institutions?
- UofT G8 Information Centre: G7 Finance Ministers
- FRB: FOMC Minutes--March 22, 2005
- Commitments of Traders
- FRB: Testimony, Greenspan -- Regulatory reform of ...
- FRB: Speech, Greenspan--Energy--April 5, 2005
- William Poole's Saturday Remarks at Princeton Univ...
- Institute for Supply Management figures can move t...
- Origin of Cable as synonym for British Pound?
- The Sharpe Ratio
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April
(12)
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