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gabri
7 years ago
Modified SHARPE index portfolio strategy
#Long Only
#portfolio
#SHARPE
7
12
Strategies
simoneb
ciao Gabri, potresti il modo più efficace per selezionare il paniere di 20-30 titoli su cui ...
gabri
Simoneb, puoi creare uno screener che cerchi i titoli con un modified sharpe index inferiore...
gabri
Dimenticavo, i titoli che performano meglio sono quelli che crossano la linea dello zero (o ...
gabri
7 years ago
Modified SHARPE index
#SHARPE
#volatility
8
8
Indicators
christophe11560
salut gabri, Je n'ai pas de commentaire sur "s*s", c'est ton choix personnel. Je me posais...
gabri
Hi, the SQRT(254) it is used to annualize the value. In terms of the "s*s" I just used the s...
christophe11560
Merci pour ton retour
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