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A comment on Dalio Exits: Hedge Fund Billionaire Extracts Billions More to Retire. Parent comment
Why?
I tend to find it okay to compare Sharpes so long that the returns exhibit a somewhat close distribution.
I would expect both the S&P and an equity market neutral L/S to have normally distributed returns.
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Why?
I tend to find it okay to compare Sharpes so long that the returns exhibit a somewhat close distribution.
I would expect both the S&P and an equity market neutral L/S to have normally distributed returns.