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Vic

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51 reputation
3
bio website brassfly.com
location San francisco
age 40
visits member for 1 year
seen Jan 18 at 16:51
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Senior scientist, lifelong student.


51 reputation
bio website brassfly.com visits member for 1 year
3 badges
location San francisco seen Jan 18 at 16:51
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2 Answers

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3
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
2
Why in general is the variance of volume changes higher than variance of price changes?

51 Reputation

+30 Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
+20 Why in general is the variance of volume changes higher than variance of price changes?

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calculation
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volatility
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returns

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