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Old 01-11-2007, 09:29 PM
mindless mindless is offline
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Join Date: Oct 2005
Location: NYC
Posts: 287
Default Re: Get serious about measuring your performance: Sharpe Ratio

CT,

Just learn about Sharpe Ratio in your finance class? You're about the 300th person to make this association. And to answer your evening question crowd question, that's a straightforward probability question as long as you're assuming that your Sharpe ratio is constant throughout the entire time. No simulations needed.
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