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by karenrubin
4136 days ago
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@murbard2 I finally got the annualized sharpe calculation figured out. You can see what I did here: http://imgur.com/HlcjNYz but it shows my sharpe as 0.66 and the SPY as 0.3.... Honestly, this seems implausible to me...so I will keep digging. :-) |
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