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Niklaus
30 lip 2016 14:32
Alpha strategy - simple version
NASDAQ:AAPL
Apple Inc.
NASDAQ
Opis
⋅
30 lip 2016 14:32
This Strategy goes long when Sharpe Ratio is > 1 and Alpha against the S&P500 is generated. It exits when conditions break away.
en.wikipedia.org/wiki/Alpha_(finance).
Use on daily or 5min.
alpha
beta
capm
Komentarze
BreathingAmplitude
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26 maj 2021 15:56
You will get a higher ROI with a hold strategy. 11 trades in 15 years does not need an indicator ;_0
JayP2577
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11 wrz 2017 11:19
does this repaint?
BreathingAmplitude
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26 maj 2021 15:57
@JayP2577
, yes
lostsoul131991
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2 sie 2016 17:13
does this repaint ? anyone tried it ?
Niklaus
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30 lip 2016 14:41
Its designed for momentum stock and etfs to capture outperforming periods
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