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I suggest you read about the Sharpe ratio at www.traders2traders.com
written by Bob Fulks. He covers that issue as I recall.
Colin West
-----Original Message-----
From: Chris Evans [mailto:evanscje@xxxxxxxxxxxxx]
Sent: Monday, December 23, 2002 8:44 AM
To: 'Omega List'
Subject: Calcing annualized Std Dev.
.. a difficult prospect wants to me to calculate annualized standard
dev. of returns when all I have are monthlies .. Is there a logical way
to convert the latter to the former?
CJE
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