Mattia Smanio

Last seen: 1 year 前 | 自 2023 起处于活动状态

Followers: 0 Following: 0

统计学

Feeds

提问

How to calculate risk indicator for a portfolio as Upside Portfolio Ratio, Sterling Ratio, Omega Ratio, Volatility, MAR?
Based on the following code, is it possible to have the correct formula to calculate RISK INDICATOR as Upside Portfolio Ratio, S...

1 year 前 | 1 个回答 | 0

1

个回答

提问

How to calculate risk indicator for a portfolio as maximum drawdown, sortino ratio and ulcer index?
Based on the following code, is it possible to have the correct formula to calculate the maximum drawdown, the sortino ratio and...

1 year 前 | 1 个回答 | 0

1

个回答