Forum: Psychology and Money Management
August 22nd, 2014, 07:45 PM
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Replies: 147
Views: 97,177
sharpe ratio =...
sharpe ratio = (MeanAnnualReturn-RiskFreeRate)/StandardDeviationOfReturns
continuous Kelly = (MeanAnnualReturn-RiskFreeRate)/StandardDeviationOfReturns^2
discrete Kelly just gives meaningless...
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