molsson
Joined 13 years ago
Joined 13 years ago
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Many brokers only show 1yr sharpe or perhaps 3yr sharpe (for example swedish nordnet has 1/3/5 year sharpe: https://www.nordnet.se/fonder/lista/jupiter-gold-silver-usd-... )... but very often stocks/funds go steadily upwards for several years in "good times" and then we have major drawdowns during turmoil like 2008 or 2020 etc. In these cases, a 1yr or 3yr sharpe can be very misleading.
Have you considered also plotting 3yr sharpe and 5yr sharpe over time? Perhaps the length of the sharpe ratio would be configurable in the calculator?
...is a bit brutal but works. Draining the stream before exiting also kind of works but there are cases where drain will just permanently block.
async function drain(stream) { return new Promise((resolve) => stream.on('drain', resolve)) }
And then suddenly, on the 16th website they put a fucking "Buy our thing" button in a bottom bar that you quickly click on without even thinking twice.
I'm overall very happy with the migration and PostgreSQL also ended up taking less memory (RSS) in prod, which was a nice bonus (this is useful for me because I'm running this on a low-end Digital Ocean droplet).