Thank you for the overwhelming response from all the members who have recently subscribed.
Why the enmity towards 9m Sharpe?
Haha. Will consider that as well on few years 😃
Crisp and clear write-up. Appreciations and thanks.
Thank you!
Hi Viraj, while rebalancing do you keep same amount for buying stock which you generated by selling stock? Or for any new entry only initial capital equivalent allocation is made? Equity curve for both the scenarios will be different and hence CAGR
Hi Viraj,
How do we back test the various filters that we are using?
Is Sharpe returns same as Sharpe ratio? How to calculate Sharpe returns? Thanks.
Do you actually need those filters? Have you tried with just Sharpe returns? Do you go into cash?
how can one do backtest of these steps?
Thanks for the writeup and the screener!! Do you keep any stop losses as in do yiubedit stocks on between rebalances?
No I don't keep any stop losses. Nor do I exit stocks between rebalances
t5
Why the enmity towards 9m Sharpe?
Haha. Will consider that as well on few years 😃
Crisp and clear write-up. Appreciations and thanks.
Thank you!
Hi Viraj, while rebalancing do you keep same amount for buying stock which you generated by selling stock? Or for any new entry only initial capital equivalent allocation is made? Equity curve for both the scenarios will be different and hence CAGR
Hi Viraj,
How do we back test the various filters that we are using?
Is Sharpe returns same as Sharpe ratio? How to calculate Sharpe returns? Thanks.
Do you actually need those filters? Have you tried with just Sharpe returns? Do you go into cash?
how can one do backtest of these steps?
Thanks for the writeup and the screener!! Do you keep any stop losses as in do yiubedit stocks on between rebalances?
No I don't keep any stop losses. Nor do I exit stocks between rebalances
t5