especially the 1st week.
just curious, how's your model's performance last August?
所有跟帖:
• Sharpe Ratio 是 6.7. -trendspike- ♂ (0 bytes) () 05/18/2012 postreply 06:54:25
• 上麵兩位聽上去都很專業呀,這裏藏龍臥虎。 -jessefan- ♀ (0 bytes) () 05/18/2012 postreply 07:10:32
• very sharp. what's your Beta ratio(vs S&P 500)? -Jeepster- ♂ (0 bytes) () 05/18/2012 postreply 07:11:41
• just in case anyone else is also curious, -Jeepster- ♂ (182 bytes) () 05/18/2012 postreply 07:43:32