Jan 3rd Time 11;57pm
What's your Sharpe ratio?
Jan 4th 1:02am
What was your Sharpe ratio for 2013 only using your daily results, annualised?
Jan 4th 3:04pm
OK - 1.64 - yes meaningless - total waste of time
Now you tell me why you think my Sharpe ratio would be massively high - because you are obviously calculating something into the equation an assumptions that are not true.
You responded with Sharpe ratio of 1.64. No mention that you weren't sure if it was correct, in fact you were arguing that Random had got it wrong and made some incorrect assumptions.
Sorry - you have your calculations wrong in 3 areas - including the number of my trading days.
Also some of your assumptions are not correct for the ratio.
So you're chastising others for their calculation, and now you're saying that you didn't even know how to calculate it back then and gave a rushed figure?
Jan 5th
When will you two ever admit that you might be wrong ???
I am managing to run rings round some of your ploys and also wind you both up;-)
Again you're suggesting
others are wrong, not your calculation
Now back to the point of the Sharpe Ratio that you claimed. Which point were you lying about? The ratio that you gave? The % return per day? The volatility of your returns? All 3?
Shakone - I thought you were far cleverer than that ;-)
You have just placed yourself in a big corner - and now you look silly
Still arguing rather than admit you made up the figure or weren't sure about it.
Jan 6th
PS - For the 100th time the Sharpe ratio is crap on retail currency accounts - and i am sure you do know that
Still deflecting on Jan 6th.
Then finally we get:
Easy answer - I gave a figure of 1.64 to Random to see what he would come back with ...
I have not even worked out my Sharpe ratio for 2013 - or for prior years and have no intention - at all - of doing it -
Yes
you gave the figure 1.64, and finally you admit that you made up the figure completely and didn't even bother calculating it.
So you lied about your trading results.
NO - REPEAT NO
Wrong again guys -
You both wanted a Sharpe Ratio number - within 5 - 10 minutes ( check out in the posts)
Not 5-10 minutes, see times above. Another exaggeration from you, eh? Are you a compulsive liar?
The fact that I have NEVER - repeat NEVER worked one out for my own account - as there is absolutely NO reason to use on any retail forex day trading especially if you require no outside funding - I did do a a basic 5 min calculation not using a excel spreadsheet and ended up with a figure that on the surface looked correct.
Which is it? You did a calculation or you've never done a calculation? You seem to be contradicting yourself even within your own post.
Although lower than Random's own personal calculation - it fell in the correct ball park and seemed very reasonable on first glance as being correct based on a 2% daily average and a monthly net cash SD calculation calculated using the square root of 12.
However - I had failed to take into account the input value for the risk free returns part correctly- and therefore 1.64 result was therefore incorrect.
End of story
So you criticise others and call them wrong and stupid because it 'seemed reasonable' at a glance? Are you really that rude and ignorant?
It sounded like a reasonable Sharpe ratio so you thought by saying it you might get away with it, i.e.
you lied. And you both never made a calculation and at the same time you did make a calculation but made a mistake on the risk free returns part. Your story changes in every post. You are a liar.
You've given 1000's of posts and the only posts in which you give some concrete figures about your trading turned out to be a lie.
If you had made an error in calculation, you wouldn't have been chastising others for being wrong for days. Now you're squirming for a way out, to make it look better, but it's not going to work. I suggest you quit while you're ahead
