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Percma
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Percma
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Oct 16, 2017 at 15:03
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最近的帖子
在
Sharpe Ratio
中
Jan 24, 2018 at 08:50
the strategy has been doing on a real account about 2.5%monthly for the last 18months...strategy is pretty sound but it looks to me that the calculation is just based on the spread between the TP and ...
在
Sharpe Ratio
中
Jan 23, 2018 at 05:42
Just wondering if someone could explain me how the Sharpe ratio is calculated in myfxbook (what an incredible site!)....starting from this Sharpe ratio = (Mean portfolio return − Risk-free rate)...
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