Definitions (5)
2. Being under the dominion or authority, as of a sovereign, authority, or government, as in subject to the boss’s whims.
5. Liable prone to suffer something, as in subject to migraines.
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Limitation of the Sharpe Ratio
One should also be aware of high Sharpe ratio strategies. A strategy may have a high Sharpe ratio because it has so far been accumulating small gains quite consistently, but it could still be subject ... Read more
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