It seems that you consider the sharpe ratio to be not worthwhile. Would you be a... | Hacker News

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		hobbescotch on Aug 17, 2019 \| parent \| context \| favorite \| on: I've reproduced 130 research papers about “predict... It seems that you consider the sharpe ratio to be not worthwhile. Would you be able to elaborate on that point? As someone who is getting into algotrading, I’m currently using the sharpe ratio to quantify risk, but would like to hear another take on it.

lordnacho on Aug 17, 2019 [–]

Think there's a paper by Andrew Lo about how to adjust it for different distributions.

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