Alpha strategy - simple version

Apple Inc.NASDAQ

Description

⋅ 30 juil. 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.

Commentaires

BreathingAmplitude

⋅ 26 mai 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

⋅ 11 sept. 2017 11:19

does this repaint?

BreathingAmplitude

⋅ 26 mai 2021 15:57

@JayP2577, yes

lostsoul131991

⋅ 2 août 2016 17:13

does this repaint ? anyone tried it ?

Niklaus

⋅ 30 juil. 2016 14:41

Its designed for momentum stock and etfs to capture outperforming periods

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