@murbard2
I finally got the annualized sharpe calculation figured out. You can see what I did here: http://imgur.com/HlcjNYz but it shows my sharpe as 0.66 and the SPY as 0.3....
Honestly, this seems implausible to me...so I will keep digging. :-)
I finally got the annualized sharpe calculation figured out. You can see what I did here: http://imgur.com/HlcjNYz but it shows my sharpe as 0.66 and the SPY as 0.3....
Honestly, this seems implausible to me...so I will keep digging. :-)
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