Menu
Sister Sites

Options

Bookmark Thread

First Page First Unread Last Page Last Post

Print Thread

Similar Threads

Sharpe Ratio Calculation 5 replies

Sharpe Ratio 6 replies

Sharpe Ratio Questions 2 replies

Sharpe's ratio for pairs trading 6 replies

Help me understand Sharpe's ratio 9 replies

Sharpe Ratio

  • Post #1
  • Quote
  • First Post: Mar 15, 2010 1:17pm Mar 15, 2010 1:17pm
Hi
I'm a little unsure about which alternative strategy or benchmark to compare my Sharpe to, and also which 'risk free' rate I should use(gilts?).
Any help is much appreciated.
Thanks.
  • Post #2
  • Quote
  • Last Post: Mar 26, 2010 2:27am Mar 26, 2010 2:27am
What is your Sharpe?
0 traders viewing now