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jorge cogno


Last seen: 6 Tage vor |  Aktiv seit 2024

Followers: 0   Following: 0

Programming Languages:
C++, MATLAB, Fortran
Spoken Languages:
English, Spanish
Pronouns:
He/him

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example for my previous question
From data obtained by Matlab's Report: (data points=714, RiskFreerate=0) Total Return=2.1805, Volatility=0.019575. Reported Shar...

5 Monate vor | 0 Antworten | 0

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Frage


Sharpe ratio in Report
In the example runBackTest for RiskFreeRate=0 TotalReturn=0.22943, SharpeRatio=0.11415 and Volatility=0.0075013 are reported. I ...

5 Monate vor | 1 Antwort | 0

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