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Forum: Psychology and Money Management

December 15th, 2013, 04:36 AM

Replies: 5

Omega Ratio by Keating and Shadwick

Views: 2,011

Posted By Big Mike

R's PerformanceAnalytics package already includes...

R's PerformanceAnalytics package already includes Omega, for those who are using R.

function (R, L = 0, method = c("simple", "interp", "binomial",
"blackscholes"), output = c("point",...

Forum: Psychology and Money Management

December 15th, 2013, 04:35 AM

Replies: 5

Omega Ratio by Keating and Shadwick

Views: 2,011

Posted By Big Mike

Omega Ratio by Keating and Shadwick

Paper:

https://faculty.fuqua.duke.edu/~charvey/Teaching/BA453_2006/Keating_An_introduction_to.pdf

http://upload.wikimedia.org/math/d/5/9/d591c4cfbc9e2264df3f378065ea6f4c.png

Is anyone using...

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What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
No significant challenges
Something else (discuss in thread)

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