Sharpe and Sortino ratios and FF Factor loadings

meowmustard / mypersonalindex

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

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Open GoogleCodeExporter opened 8 years ago

GoogleCodeExporter commented 8 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