Yes. I gave the link assuming the information and the view expressed can help in using Sharpe at all.
Until we create a system, that starts delivering returns consistently, every bit of information helps. I guess, systems can be created this way too, along with basing it one particular thing. It appears you are in the middle of it. Do share your learning and findings if you have created one. I am always looking for something that I can understand and use.
I haven’t used any of the aspects of the strategy discussed here, yet, so you may find my views not particularly to the point.
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