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When you look at the Black Scholes formula it seems straightforward: The price of an option is \begin{equation} \mathrm C(\mathrm S,\mathrm t)= \mathrm N(\mathrm d_1)\mathrm S - \mathrm N(\mathrm d_2) \mathrm K \mathrm e^{-rt} \label{eq:1} \end{equation} Your Delta is \begin{equation} \mathrm \Delta(\mathrm S,\mathrm t)= \mathrm N(\mathrm d_1) \label{...


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The sortino ratio is also important for evaluating trading strategies. also the omega ratio. The question is a poor one though. Each of the mentioned ratios will be the most predictive at predicting ... THEMSELVES! respectively. you don't use the calmar to predict the sharpe. ok, what you are probably actually asking is which of the performance metrics ...


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