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《量化投资》,夏普比率:是衡量收益风险的比例
In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) is a way to examine the performance of an investment by adjusting for its risk. The ratio measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as risk, named after William F. Sharpe.[1]
https://en.wikipedia.org/wiki/Sharpe_ratio
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