Sharpe ratio options Votes Results
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Sharpe ratio options Discussion
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Membre depuis May 30, 2010 64 messages
Voffi (Voffi)
Jan 26 2012 at 20:12
(édité à Jan 26 2012 at 20:14 )
It would be absolutely fantastic if one had some options with how the sharpe ratio is calculated.
since myfxbook calculates the sharpe ratio as the annualized average daily rate of return, which in my opinion suits the intraday trader and discriminates against longer term traders. an idea on how the sharpe ratio could be displayed on ones myfxbook page, could be as simple as for daily (D) Sharpe ratio: for weekly (W) Sharpe ratio: for monthly (M) Sharpe ratio: So people viewing myfxbook pages would know at which rate the ratio is being calculated at. for instance, on http://www.myfxbook.com/members/Voffi/icetrade/209044 A person is only limited by the thoughts he chooses. |
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