Evidence receipt / belief
Published · transcript-backedDavid Rosenthal: belief
18 Mar 2024 Acquired Renaissance Technologies
“I believe if I have my research right, in 2004, they actually achieved a Sharpe ratio of 7.”
Source trail
Everything needed to verify it.
- Speaker
- David Rosenthal
- Attribution
- Verified speaker
- Claim type
- belief
- Recorded
- 18 Mar 2024
- Publisher
- Acquired
- Episode
- Renaissance Technologies
Transcript context
…At some point they added foreign markets and achieved a Sharpe ratio of 6.3, which is double the best quant firms. This is a firm that has almost no chance of losing money, at least historically, and massively outperforms the market on an uncorrelated basis. I believe if I have my research right, in 2004, they actually achieved a Sharpe ratio of 7. 5. Astonishing.…
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