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by RadioactiveToy
08 Nov 2022
Forum: MultiCharts
Topic: Sharpe Ratio on Portfolio Trader
Replies: 2
Views: 598

Sharpe Ratio on Portfolio Trader

Hi, I am trying to test/build a rotational portfolio of stocks using Portfolio Trader. One of the parameter i'd like to use to choose/rank the stocks is the Sharpe Ratio, the problem is that if i try to print the Sharpe Ratio of several underlyings using PT the function returns all zeros. The same f...

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