3 ms·
Sharpe ratio is just the start: it gives you a metric on your portfolio. If it gave an interpretation of what that means, or give guidance on how certain actio
by rongenre 1y ago
Sharpe ratio is just the start: it gives you a metric on your portfolio. If it gave an interpretation of what that means, or give guidance on how certain actions would adjust the Sharpe, that might add a lot more value.
- navquant 1y agoGood point, will add something to give a bit of guidance.