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visits member for 2 years, 6 months
seen Nov 18 '11 at 20:23

Nov
15
awarded  Famous Question
Mar
16
awarded  Nice Question
Oct
30
awarded  Notable Question
Jun
20
awarded  Popular Question
Nov
1
comment What is the difference between STOXX and STOXXE?
I am not sure about the pan euro stocks, can you explain?
Nov
1
comment What is the difference between STOXX and STOXXE?
Tal, let's say .stoxx and .stoxxe, two rics from reuters.com
Nov
1
asked What is the difference between STOXX and STOXXE?
Oct
28
awarded  Supporter
Oct
28
comment How to annualize Sharpe Ratio?
Thanks, Tal. I think the assumption 1 should be the returns are IID.
Oct
28
comment How to annualize Sharpe Ratio?
Got it. Thanks.
Oct
28
comment How to annualize Sharpe Ratio?
Hi Patrick, that's exactly what I have thought about. But why the annualized standard deviation should be sqrt(252) times its daily value. My calculation is stdev(252r)=252*stdev(r).
Oct
27
asked How to annualize Sharpe Ratio?
Oct
19
awarded  Student
Oct
19
asked What does T statistics of Information Coefficient indicate?