[PODCAST] The Sharpe Ratio Argument: Reliable Measures of Trading Performance

Channel:
United Kingdom Darwinex
Subscribers:
43,600
Published on ● Video Link: https://www.youtube.com/watch?v=LeBwNFGIiww


Category:
Show
Duration: 15:28
321 views
11

In this podcast, we present an argument for why the Sharpe Ratio isn't the most optimal tool for measuring the performance of a trading strategy. Brought to you by Darwinex: https://www.darwinex.com/?utm_source=youtube&utm_medium=video-description-above-fold&utm_content=reliable-trading-performance-measurement-sharpe-ratio-argument

Risk Disclosure:
https://www.darwinex.com/legal/risk-disclaimer

Conventional trading performance measurement and backtesting via the Sharpe Ratio may create a risk-adjusted picture for traders, but isn't without its shortcomings.

We discuss:

1) What is the Sharpe Ratio and what is it used for?
2) Where and how does the Sharpe Ratio fall short?
3) Alternatives for performance measurement available at Darwinex.

Read the associated blog post here:
https://blog.darwinex.com/sharpe-ratio-strategy-performance/?utm_source=youtube&utm_medium=podcast-video&utm_content=reliable-trading-performance-measurement-sharpe-ratio-argument

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Topics: #algorithmictrading #backtesting #sharperatio



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Tags:
Forex Trading
FX trading
Investing
DARWINs
Darwinex
Investment
Risk
Hedge fund
sharpe ratio
trading performance
trading strategy
trading
backtesting
performance measurement
annualized returns