network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 7 months |
| seen | Nov 18 '11 at 20:23 | |
| stats | profile views | 16 |
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Nov 1 |
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What is the difference between STOXX and STOXXE? I am not sure about the pan euro stocks, can you explain? |
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Nov 1 |
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What is the difference between STOXX and STOXXE? Tal, let's say .stoxx and .stoxxe, two rics from reuters.com |
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Oct 28 |
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How to annualize Sharpe Ratio? Thanks, Tal. I think the assumption 1 should be the returns are IID. |
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Oct 28 |
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How to annualize Sharpe Ratio? Got it. Thanks. |
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Oct 28 |
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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). |
