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example for my previous question
From data obtained by Matlab's Report: (data points=714, RiskFreerate=0) Total Return=2.1805, Volatility=0.019575. Reported Shar...
2 years 前 | 0 个回答 | 0
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Sharpe ratio in Report
In the example runBackTest for RiskFreeRate=0 TotalReturn=0.22943, SharpeRatio=0.11415 and Volatility=0.0075013 are reported. I ...
2 years 前 | 1 个回答 | 0
