especially the 1st week.
just curious, how's your model's performance last August?
所有跟帖:
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Sharpe Ratio 是 6.7.
-trendspike-
♂
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05/18/2012 postreply
06:54:25
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上麵兩位聽上去都很專業呀,這裏藏龍臥虎。
-jessefan-
♀
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05/18/2012 postreply
07:10:32
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very sharp. what's your Beta ratio(vs S&P 500)?
-Jeepster-
♂
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05/18/2012 postreply
07:11:41
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just in case anyone else is also curious,
-Jeepster-
♂
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05/18/2012 postreply
07:43:32