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Showing results for tags 'compound'.
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Compound options usually have a call and put component, with one option being exercised for the purchase of the other. The back fee is the premium that is charged on the second round of the option.
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Hi People, I just ran across the Scar Ratio in a book I just read. Scar stands for "Simple to Compounded Accelerated Returns" Ratio. Anyone have any experience with this? The book is entitled "Investment Catch-Phrase Fallacy: The New Risks of Traditional Investing". The author is apparently a top hedge fund manager. This is a quant guy whose fund uses the formula because of the frequency of the exits of their trades which invokes a substantial compounding effect. I just ran my SCAR ratio using their excel download http://www.scarratio.com and it was interesting because it does kind of make you keenly aware of the impact of the compounding effect in your trading methods. BTW my scar ratio wasn't very good :-( Anyone else using this? Todd
