How do you maintain a market neutral portfolio without the ability to go short? Also I would be interested in hearing about your Sharpe ratio. Thanks! Great article!
I actually have no idea what my Sharpe ratio is, sorry. With the system constantly changing, data formats changing, exchange balance apis changing, and accurate monitoring already being a challenge in itself, it's very difficult to keep track of exact returns and historical data. I could probably calculate it if I spent several days (weeks?) trying to process all my historical trade data, but that would be a waste of time for me personally.