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2. green RIGHT
3. 73-75 RIGHT
4. all of above RIGHT
5. volatility down. assets up RIGHT
6. Inflation of the denominator results in favorable valuation of asset futures
7. volatility down. assets down.
8. the aggregation of multiple edges, all of which are kinda ok
9. no
10. yes
11. 38
12. 0.5
13. sharpe uses standard deviation for the denominator and sortino uses the probability density function of negative returns in the denominator
14. omega uses semivariance for the denominator and sortino uses the probability density function of negative returns in the denominator
15. max drawdown too low or too high
16. average bars in trade too low or too high
17. profit too low or too high
18. number of winning trades too low or high
19. performance factors
20. 4
21. mean reversion & trend following
22. macroeconomic
23. 1%
24. does not work in crypto because of volume manipulation by the largest exchanges colluding to run stop-losses and 'paint' certain price reversal patterns to induce contrarians into taking losing positions
25. justifies broad diversification
26. DXY
27. SPX
28. expected return & probability density of negative returns
29. expected return & standard deviation
30. expected return & semivariance
31. BTC 37.89% ETH 62.11%
32. Sharpe 2 Omega 4
33. Sharpe 2.2 Omega 5
34. all of the above
11/34
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