Timeline for Short position returns with negative NAV
Current License: CC BY-SA 4.0
2 events
| when toggle format | what | by | license | comment | |
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| Dec 27, 2018 at 8:33 | comment | added | Hjalmar | Thank you for reminding me that the Sharpe ratio can also be calculated with absolute values, not only returns. I am looking at it from an academic perspective, hence, it is somewhat of a stylised short only strategy. | |
| Dec 27, 2018 at 4:51 | history | answered | Ezy | CC BY-SA 4.0 |