Does anybody here have a risk-neutral trading bot?

It seems quite popular here to maximize the sharpe ratio, which penalizes risk and therefore won't necessarily maximize profit.

Does anybody here use a different objective for their trading bot? Is anyone here trying to optimize a risk neutral objective?

Submitted October 31, 2020 at 03:19PM by ____peanutbutter____
via https://ift.tt/3oNhH6m

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s