l*7
2 楼
SnS 家用了胖子后很便宜,不知道口感,所以不知道要不要把胖子都打出来先
r*m
3 楼
in the past month
t*2
4 楼
因为美国有汞污染
C*a
6 楼
Cong.
r*m
9 楼
r
i*i
11 楼
买一个试试看吧。
口味这个东西,不同的人之间个体差异蛮大的,问别人没用,需要问你自己和你 ld。
参考:
http://zh.wikipedia.org/wiki/%E8%8B%AF%E7%A1%AB%E8%84%B2
【在 l******7 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: 比起Brown Cow 呢?
: 要是我LD口味怪呢,好多人说那个so delicious 难吃,可他觉得还蛮好吃的,戚戚
口味这个东西,不同的人之间个体差异蛮大的,问别人没用,需要问你自己和你 ld。
参考:
http://zh.wikipedia.org/wiki/%E8%8B%AF%E7%A1%AB%E8%84%B2
【在 l******7 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: 比起Brown Cow 呢?
: 要是我LD口味怪呢,好多人说那个so delicious 难吃,可他觉得还蛮好吃的,戚戚
g*u
12 楼
Good job! Leader #5!
t*2
19 楼
国内怀孕的禁忌很奇怪,这个不能吃那个不能吃,有的是因为性寒,有的是因为性热,
都没有什么实际道理,我记得山楂也在之列。
这个淡水鱼污染的真正要禁忌的反倒没有,什么中药也没有禁忌。
都没有什么实际道理,我记得山楂也在之列。
这个淡水鱼污染的真正要禁忌的反倒没有,什么中药也没有禁忌。
t*y
20 楼
赞帮主!
u*e
24 楼
赞大牛
N*u
25 楼
因为美国人很少吃淡水鱼,而海水鱼有汞污染问题。反正都是人类自己瞎作妖。
f*s
30 楼
LL做什么的? finance industry?
a*e
32 楼
g*u
33 楼
Why is the SR of the benchmark 0.62?
Please check my calculation:
0.0003/0.0058*sqrt(252)
assuming 0.0003 and 0.0058 are on a daily basis.
Also, daily return of April are below. The mean and std. of daily return come down to 0.0013 and 0.0057, which are close to your numbers within rounding errors. The SR I computed is 0.2320 daily basis or 3.6828 annualized.
0.0008
-0.0002
0.0031
-0.0025
-0.0035
-0.0030
-0.0075
-0.0001
0.0008
0.0036
-0.0113
0.0057
0.0135
0.0051
-0.0010
0.0086
0.0065
0.0032
0.0023
【在 C****a 的大作中提到】![](/moin_static193/solenoid/img/up.png)
:
: No. My system just focus on reducing the drawdown, improving sortino ratio.
Please check my calculation:
0.0003/0.0058*sqrt(252)
assuming 0.0003 and 0.0058 are on a daily basis.
Also, daily return of April are below. The mean and std. of daily return come down to 0.0013 and 0.0057, which are close to your numbers within rounding errors. The SR I computed is 0.2320 daily basis or 3.6828 annualized.
0.0008
-0.0002
0.0031
-0.0025
-0.0035
-0.0030
-0.0075
-0.0001
0.0008
0.0036
-0.0113
0.0057
0.0135
0.0051
-0.0010
0.0086
0.0065
0.0032
0.0023
【在 C****a 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
:
: No. My system just focus on reducing the drawdown, improving sortino ratio.
C*a
34 楼
I will do the calculation later.
The screenshot above is from IB ...
【在 g*****u 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: Why is the SR of the benchmark 0.62?
: Please check my calculation:
: 0.0003/0.0058*sqrt(252)
: assuming 0.0003 and 0.0058 are on a daily basis.
: Also, daily return of April are below. The mean and std. of daily return come down to 0.0013 and 0.0057, which are close to your numbers within rounding errors. The SR I computed is 0.2320 daily basis or 3.6828 annualized.
: 0.0008
: -0.0002
: 0.0031
: -0.0025
: -0.0035
f*s
39 楼
2% DD is hard to look aroud ah... I think within 10% should be alright..
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: ppl will like such track record, normally, they won't accept
: more than 5% drawdown track record, some requires 2%. for equities.
: mine is garbage :(
: purely zigzag commodities curves heading down.
:
: ratio.
【在 a*****e 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: ppl will like such track record, normally, they won't accept
: more than 5% drawdown track record, some requires 2%. for equities.
: mine is garbage :(
: purely zigzag commodities curves heading down.
:
: ratio.
f*s
41 楼
I don't think so. If you could have a DD within 10% in the past 5 years on
US equities, and with a reasonable capacity, I could offer you a trading job
if you like ...
【在 C****a 的大作中提到】![](/moin_static193/solenoid/img/up.png)
:
: Sortino ratio seems making more sense, because it only take into account the
: downside variations.
: For sharpe, it actually punish the draw-up.
US equities, and with a reasonable capacity, I could offer you a trading job
if you like ...
【在 C****a 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
:
: Sortino ratio seems making more sense, because it only take into account the
: downside variations.
: For sharpe, it actually punish the draw-up.
a*e
47 楼
of course not, but those survived in these highly competitive fund
must be.
neither electronic market making nor statistical arbitrage HFT will
have bullet proof strategies.
but few giant names are very very consistent. a lot got eliminated.
【在 f****s 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: so, you think all HFTs are money making machines in a very consistant way?
must be.
neither electronic market making nor statistical arbitrage HFT will
have bullet proof strategies.
but few giant names are very very consistent. a lot got eliminated.
【在 f****s 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: so, you think all HFTs are money making machines in a very consistant way?
f*s
50 楼
if back to the year 2007-2009, could be.
But for now the margin for HFT on equieies is less and less...
【在 a*****e 的大作中提到】![](/moin_static193/solenoid/img/up.png)
: of course not, but those survived in these highly competitive fund
: must be.
: neither electronic market making nor statistical arbitrage HFT will
: have bullet proof strategies.
: but few giant names are very very consistent. a lot got eliminated.
But for now the margin for HFT on equieies is less and less...
【在 a*****e 的大作中提到】
![](/moin_static193/solenoid/img/up.png)
: of course not, but those survived in these highly competitive fund
: must be.
: neither electronic market making nor statistical arbitrage HFT will
: have bullet proof strategies.
: but few giant names are very very consistent. a lot got eliminated.
f*s
53 楼
这个月目前落后大盘0.5%,要努力跑赢。。
o*r
54 楼
我也来贴个账户统计2010年6月-2011年2月。
9个月月回报,同期SP500比较。
9个月月回报,同期SP500比较。
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