Existing Trading Platforms Reports Sharpe Ratio and Sortino Ratio Incorrectly for Day Trading Strategy Historical Performance. Understand the Reason Can Help Fix the Issue. There is a Simple Solution.

Every investment carries with it some level of risk and reward. Unfortunately, these are unknown variables. They change over time and in the face of market factors, and there’s no way of knowing ...

Most investment professionals are familiar with the formula known as the Sharpe Ratio. The calculation is so omnipresent in financial circles that it even features as a sales objection on the ...

The Treynor ratio and the Sharpe ratio are financial metrics that use different approaches to evaluate the risk-adjusted returns of an investment portfolio. The Treynor ratio employs beta and measures ...

The Sharpe Ratio is a mathematical formula which measures the performance of an asset or a group of assets relative to their assumed risk. Formulaically, the Sharpe Ratio is the expected returns of an ...

As a high-frequency trader, my job was to create algorithms that would trade billions of dollars in stocks at microsecond speeds, capitalizing on tiny mathematical edges that would capture just ...

The coronavirus pandemic led to a rout in the U.S. economy, ending its historic 11-year bull run in the first quarter of 2020. The U.S. economy contracted 4.8% at an annualized rate in the period ...

The Sharpe ratio compares an investment's excess return over a benchmark to the standard deviation of returns. The higher the Sharpe ratio, the better the investment's historical risk-adjusted ...