they use a risk free rate of zero and calculate Sharpe ratio as the ratio between the annualized average daily rate of return of the simulated account and the annualized standard deviation of the daily rates of return during the simulation period. To annualize those daily values they use a...
Pulsar: Trading Careers Programme
Due to the high volume of applications recently received we decided to put our Trading Careers Programme on hold.
As a Proprietary Trading firm that only manages/trades its own capital we have to carefully monitor the proportion between applicants, successful...