Why Some Quant Signals Are Worth $100M and Others Die in Research (opens in new tab)
Why a Sharpe of 2.4 in research can be commercially worthless, and a Sharpe of 1.0 can be a business.
Read the original articleWhy a Sharpe of 2.4 in research can be commercially worthless, and a Sharpe of 1.0 can be a business.
Read the original article