Figure 2 - uploaded by Moritz Heiden
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This research note is an excerpt of our paper “With a pinch of stop loss: A Real Vision trading recipe”. The paper analyses the sentiment and compares the performance of trade ideas extracted from 292 interviews of professional investors and money managers, which where streamed on the “Netflix of Finance” - Real Vision between January 2018 and Marc...
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Context 1
... the results in this group might be skewed due to a sector focus. Instead of the average of the individual trade Sharpe ratios, 160 a clearer picture of the trade characteristics can be provided based on the distribution of trade returns in Figure 2 and the descriptive statistics in Table 3. Note that this allows us to include the additional 15 trades with very short holding periods, where no volatility estimate could be calculated. ...
