network profile
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| visits | member for | 3 months |
| seen | Feb 18 at 18:30 | |
| stats | profile views | 5 |
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Feb 15 |
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Computing the Sharpe Ratio I merely wanted to exchange views in order to clarify some things. Thanks for your explanation. |
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Feb 15 |
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Computing the Sharpe Ratio Factor3 is the other user who answered this question. He suggests to use log returns to determine volatility. After that transform via exp(log_return) - 1 to get geometric returns. Thanks in advance |
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Feb 15 |
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Computing the Sharpe Ratio How can you relate that to the answer of factor3? Iam getting the impression that iam missing the picture here.. |
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Feb 15 |
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Computing the Sharpe Ratio regarding step 2; so if iam correct you say use the sumproduct(geomean(xx;xx+1))-1 on the derived log returns? |
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Feb 15 |
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Computing the Sharpe Ratio could you explain why simple returns? Isn't it so that as the values grow, the % change is affected by this and this would cause the returns to be biased? |
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Feb 14 |
awarded | Student |
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Feb 14 |
asked | Computing the Sharpe Ratio |
