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SKaRe Profile picture
SKaRe
@jace48
Computo Ergo Sum. (Capital market is my hobby). BG image courtesy https://t.co/WxJPT6qYnx
May 23, 2018 • 10 tweets • 2 min read
Hello and Good morning. Let me help you understand with overall context. Sharpe Ratio = T-Score = SNR= Normal distribution (and almost equal to Gains2pain Ratio i.e Profit Factor) The basic construction is this (Average Gain (Points or Return)/ Divided by Stdev) *(Multiplied by ) Sqrt(time)or Sqrt(Open Position Bars)