Sharpe and Sortino ratios and FF Factor loadings

choff-codes / mypersonalindex

Automatically exported from code.google.com/p/mypersonalindex

0 stars 0 forks source link

Open GoogleCodeExporter opened 9 years ago

GoogleCodeExporter commented 9 years ago

Have no clue how difficult it would be but...what is the possibility of you
adding:

1) Sharpe and Sortino ratios?
2) FF factor loadings?

Original issue reported on code.google.com by mypersonalindex@gmail.com on 20 Aug 2009 at 2:39