valerio

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bio	website	valeriopoti.eu
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10

Feb 6

+10

02:14

upvote

Skew arbitrage: How can you realize the skewness of the underlying?

30

Nov 26 '12

+10	19:07	upvote	How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
+20	19:04	upvote	Skew arbitrage: How can you realize the skewness of the underlying?

20

Nov 25 '12

+20

20:14

upvote

How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?

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