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  1. Sharpe Ratio Calculations - Using Daily Returns

    Brilliant thanks for your help. Will adjust accordingly.
    Post by: CG - Stock Trader, May 19, 2016 in forum: Risk Management

  2. Sharpe Ratio Calculations - Using Daily Returns

    252 from a quick online search http://ir.theice.com/~/media/Files/I/Ice-IR/supplemental-volume-info/volume-reporting-tools/trading-days-2015-v2.pdf
    Post by: CG - Stock Trader, May 18, 2016 in forum: Risk Management

  3. Sharpe Ratio Calculations - Using Daily Returns

    Many thanks, I agree 1.87 is quite a high Sharpe for the market, I wasn't very clear but I was referring to the 0.119 figure as being too low for...
    Post by: CG - Stock Trader, May 18, 2016 in forum: Risk Management

  4. Sharpe Ratio Calculations - Using Daily Returns

    Hi All, Seeing if anyone is able to help me double check my Sharpe ratio calculations. For an example I've taken the daily returns of the S&P 500...
    Thread by: CG - Stock Trader, May 18, 2016, 19 replies, in forum: Risk Management
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