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macrocephalopod's profile
macrocephalopod
macrocephalopod
macrocephalopod
@macrocephalopod

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macrocephalopod

@macrocephalopod

Paul Allen, Vice President M&A, Pierce & Pierce (Sie/Hir) | Vegan | Silence is Violence | Women’s Rights Are Human Rights | ACAB (Assigned Cephalopod At Birth)

Joined December 2020

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    1. elPythonQuantador‏ @ThePythonQuant 31 Oct 2021

      Fun thought experiment: take a strategy that performs identically across asset classes and your annual Sharpe ratio is 18.5% higher in crypto. Why? Because it trades every calendar day and not every business day! More samples, more $ (365/sqrt(365)) / (260/sqrt(260)) = 1.1848.

      2 replies 2 retweets 47 likes
    2. Alex Good‏ @goodalexander 31 Oct 2021
      Replying to @ThePythonQuant

      but at what cost? haha

      1 reply 0 retweets 9 likes
      macrocephalopod‏ @macrocephalopod 31 Oct 2021
      Replying to @goodalexander @ThePythonQuant

      Your sharpe ratio is 18% higher due to weekend trading? Yes. What did it cost?pic.twitter.com/vqU0d2Z1uC

      1:19 PM - 31 Oct 2021
      • 1 Retweet
      • 11 Likes
      • Tho Do experquisite Bob Mike Hunt Geoff Langenderfer Wonel 💎🔺 elPythonQuantador Nd1(🐊,🐊)
      0 replies 1 retweet 11 likes

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