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23 points navquant | 2 comments | | HN request time: 0.515s | source

I built a simple but effective Sharpe Ratio calculator that gives the full historical variation of it. Should I add other rations like Calmar and Sortino?
1. thomasfl ◴[] No.44417381[source]
How about adding a demo? A demo may even be for a made up non existing fund, named Acme Fund.
replies(1): >>44420640 #
2. navquant ◴[] No.44420640[source]
Great idea, will add