Bias Ratio, Treynor Ratio, and Modigliani vote results
Bias Ratio, Treynor Ratio, and Modigliani Discussion
Jan 15, 2011 at 18:19
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forex_trader_17649
Member Since Sep 01, 2010
18 posts
Jan 15, 2011 at 18:19
On advanced stats, there is a calculation called the Sharpe Ratio. Can more ratio calculations be added, such as the ones listed in the thread title? Some references:
https://en.wikipedia.org/wiki/Modigliani_Risk-Adjusted_Performance
https://en.wikipedia.org/wiki/Treynor_ratio
https://en.wikipedia.org/wiki/Bias_ratio_(finance)
https://en.wikipedia.org/wiki/Sharpe_ratio
https://en.wikipedia.org/wiki/Modigliani_Risk-Adjusted_Performance
https://en.wikipedia.org/wiki/Treynor_ratio
https://en.wikipedia.org/wiki/Bias_ratio_(finance)
https://en.wikipedia.org/wiki/Sharpe_ratio
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