What is the Sharpe Ratio, and how can everyone get it wrong?
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💱 q-fin.PM
q-fin.RM
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everyoneratiosharpewrongamazinglycommunityeffortessentially
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The Sharpe ratio is the most widely used risk metric in the quantitative finance community - amazingly, essentially everyone gets it wrong. In this note, we will make a quixotic effort to rectify the situation.
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