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awarded  Scholar
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14
accepted compute sharpe ratio for options?
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14
answered compute sharpe ratio for options?
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Oct
31
comment compute sharpe ratio for options?
@Matt Wolf, that is part of my question, minus the calculation error, my implementation with shares generates a string of returns before it can calculate the standard deviation and averages (for example 4 monthly returns - jan,feb,mar,april). With respect to options will i need 4 options each starting at the beginning of the month (for example, jan,feb,mar,april) to calculate the returns?
Oct
31
revised compute sharpe ratio for options?
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Oct
31
awarded  Editor
Oct
31
comment compute sharpe ratio for options?
ok i have updated my question with an example, please let me know your thoughts
Oct
31
comment compute sharpe ratio for options?
i have updated my question please take a look and let me know your thoughts
Oct
31
comment compute sharpe ratio for options?
hello there, i have updated my question with an example, if would be much appreciated if you can verify whether or not my approach is correct!
Oct
31
revised compute sharpe ratio for options?
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31
awarded  Student
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31
asked compute sharpe ratio for options?