Bluegrass Capital Management discusses what’s wrong with the Sharpe ratio

Jason Roney of Bluegrass Capital Management's 2015 Presentation

Jason Roney has over sixteen years of trading experience across global futures. His unique ability to define market regimes and mitigate trade risk has contributed to a track record of over ninety percent profitable months. Jason began his professional trading career in 1997 as a proprietary trader for The Gelber Group in Chicago. From 1999 until 2011, Mr. Roney was a trader and Vice President of Sharmac Capital Management, a commodity trading advisor located in Chicago. At Sharmac, He was responsible for trading a proprietary account and idea generation as well as occasionally making trades for the fund. During this time, he was a frequent guest of CNBC’s Squawk Box. In January 2011, Mr. Roney became Head of Macro Trading for Gelber Group. There, he managed the trade risk of other traders as well as his own proprietary trading account and oversaw the implementation of a set of uncorrelated and entirely systematic models. In January of 2014, Jason resigned from Gelber to form BigMac Capital LLC for trading a set of proprietary accounts while overseeing the official launch of Bluegrass Capital Management.

We were excited to have Jason share his expertise during a session titled “Performance manipulation – what’s wrong with the Sharpe ratio?” at last year’s Trading Show Chicago.

Download his presentation now >

Jason is also featured in a book “The Global Macro Edge” to be published by Wiley and Sons later this year. Jason and his wife live in Winnetka, IL with three young children and are frequent visitors to their home state of Kentucky.

You can now download his presentation to find out more about:

  • Alternative metrics to identify Alpha
  • Portfolio blind spots
  • The fund correlation matrix
  • Why more risk doesn’t always equal more return
  • Regime performance

Get your copy here >

The Trading Show Chicago is the only event that combines quant, automated trading, exchange technology, big data and derivatives. This year’s event will take place May 18-19 at the Navy Pier in Chicago.

Click here to register now >

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