The Sharpe ratio of a strategy is its expected excess return per unit of standard deviation, , per period; annualised by when returns are independent across periods. Its estimate is .
Quantitative Finance · शब्दावली
Quantitative Finance · शब्दावली
The Sharpe ratio of a strategy is its expected excess return per unit of standard deviation, , per period; annualised by when returns are independent across periods. Its estimate is .