> You really don’t know what you are saying. There's no need for the aggressive ... | Hacker News

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maest on Nov 12, 2019 | parent | context | favorite | on: Renaissance Technologies

> You really don’t know what you are saying.

There's no need for the aggressive tone.

> Sharpe isn’t changed by leveraging.

Indeed, volatility is, however.

smabie on Nov 12, 2019 [–]

A change in volatility implies a change in Sharpe due to volatility drag. This only applies if you are compounding the returns though.

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