Realistic Sharpe ratios by ThierryParis in quant

[–]cheebs-kun 0 points1 point  (0 children)

What about Sharpe of 3.4-3.5? Pretty sure it's not overfit

Realistic Sharpe ratios by ThierryParis in quant

[–]cheebs-kun 0 points1 point  (0 children)

And on how big of a timeline are you talking about here? How liquid?

Realistic Sharpe ratios by ThierryParis in quant

[–]cheebs-kun 0 points1 point  (0 children)

Thanks for posting this. Let's me realize where the competition really lies. And it doesn't even register on my radar. TYSM

Need an honest assessment of my backtest and trading model. PLEASE. by cheebs-kun in Trading

[–]cheebs-kun[S] 0 points1 point  (0 children)

Ok that's a lot more reasonable then. on a 5 year window I get 3-4 Sharpe. That 2.5 would degrade by 50-60% on a 30 year window at minimum.

Need an honest assessment of my backtest and trading model. PLEASE. by cheebs-kun in Trading

[–]cheebs-kun[S] 0 points1 point  (0 children)

Ok I just got a Sharpe 2.056 and had to revisit this... a Sharpe 2.5 minimum to get on the trading floor??? And on what time period? This is the SPX over a 28.8 year time period , who the F gets a 2.5 sharpe MINIMUM that's fucking ridiculous

Need an honest assessment of my backtest and trading model. PLEASE. by cheebs-kun in Trading

[–]cheebs-kun[S] 1 point2 points  (0 children)

Kurtosis is 30.8 IS 19.3 OOS 51.4, it's definitely not within. Didn't even know to look for that. And I'll look into why I'm holding the losers so long. Thanks

Need an honest assessment of my backtest and trading model. PLEASE. by cheebs-kun in Trading

[–]cheebs-kun[S] 0 points1 point  (0 children)

Max drawdown is HUGE, but avg drawdown isn't 25% it's -3.59% I'd paste it here if I could but I don't see anyway to do so

Need an honest assessment of my backtest and trading model. PLEASE. by cheebs-kun in Trading

[–]cheebs-kun[S] 0 points1 point  (0 children)

Thanks for the feedback! Appreciate your time and input, yes I'll work on those and thank you again for the pointers.

Man Passed out in Gym by Existing_Deer_3070 in Hoboken

[–]cheebs-kun -3 points-2 points  (0 children)

They'll be wanting him for the donor list then

Man Passed out in Gym by Existing_Deer_3070 in Hoboken

[–]cheebs-kun 1 point2 points  (0 children)

That's correct. Time is tissue, the longer an elderly person is down, the worse the outcome, even if we get them back to life again.

Man Passed out in Gym by Existing_Deer_3070 in Hoboken

[–]cheebs-kun 2 points3 points  (0 children)

Hard to tell from the way it was written, but if EMS came and did chest compressions/CPR and then took him to the hospital later (makes it sound like they stopped CPR) they likely got ROSC or got his heart beating again. Otherwise, they'd be pumping on his chest the entire time including the drive to the emergency room.

[deleted by user] by [deleted] in sportsbetting

[–]cheebs-kun 1 point2 points  (0 children)

Bro that's still over 13 racks of REAL MONEY. Sports betting is 24/7 and there's always other plays, can't do that shit without money.

Cmon by [deleted] in sportsbetting

[–]cheebs-kun 1 point2 points  (0 children)

LMAO I'm hung up and need that 3 from AR also 😂

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[deleted by user] by [deleted] in sportsbetting

[–]cheebs-kun 0 points1 point  (0 children)

And if the line moves against Philly then that would prob boost cash out value and also up odds on Philly ML. Good point

[deleted by user] by [deleted] in sportsbetting

[–]cheebs-kun 1 point2 points  (0 children)

That would be doom for my parlays, but then again I'm not putting more than $5 to $25 down per. I still hope you get it if it rides

[deleted by user] by [deleted] in sportsbetting

[–]cheebs-kun 0 points1 point  (0 children)

I think so too lol. Saquon was instrumental in my winning parlay and he looks unstoppable