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valerio

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61 reputation
 bio website valeriopoti.eu visits member for 5 months
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 location seen Nov 25 '12 at 18:13
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2 Answers

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 How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
3
 Skew arbitrage: How can you realize the skewness of the underlying?

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+30 Skew arbitrage: How can you realize the skewness of the underlying?
+30 How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?

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