Good luck man, just a question - are you automated? Because unless you have APIs written for multiple brokers or you can connect to multiple brokers through a single order entry platform, how would you ensure operationally that all your orders go exactly at the time of signal to different brokers. Because even if there is a 10 second delay in order entry for different brokers, in a fast market your fills would be very different.
I did read Wiki,but didn`t get what mr.Sharpe was trying to present. Is there any simple explanation on what the ratio is?
Sahrpe is the return above risk free return, devided by STDV, however I'm not an expert in Sharpe. Maybe some readers here can explain better.
Haha..doubt it.They just like the word Sharpe.(i wonder, how many readers are reading Wikipedia and trying to get it now )
It's basically just telling you how much return you get for the risk you take - his sharpe of 4 can roughly mean he gets 4 units of return for each unit of risk he takes. Meaning if he's willing to tolerate 10% volatility, he can expect to make 40%.