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Time Series Terminal’s Newsletter
Time Series Terminal’s Newsletter
JPMorgan JPM: tsterm.com computed daily position starts shaving off since October 2024, realising higher Sharpe ratio (return-to-risk ratio)
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JPMorgan JPM: tsterm.com computed daily…

Time Series Terminal
Apr 26

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Time Series Terminal’s Newsletter
Time Series Terminal’s Newsletter
JPMorgan JPM: tsterm.com computed daily position starts shaving off since October 2024, realising higher Sharpe ratio (return-to-risk ratio)
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The daily position stayed stable until October 2024 (one month before US General Election) when it started shaving off.

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