Kamer left a comment on Probabilistic Sharpe Ratio

"Hello Rahul, Yeah, I also verified that later but did not want to write it here to make a conclusion..."

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4 years ago

4 years ago

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Kamer left a comment on Probabilistic Sharpe Ratio

"Just to let you know, I encountered another implementation of PSR in some other source codes that I ..."

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4 years ago

4 years ago

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Kamer left a comment on Probabilistic Sharpe Ratio

"Hello Jared, thanks for letting me know.!I have a small objection about PSR. Since that it uses a lo..."

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4 years ago

4 years ago

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Kamer left a comment on Probabilistic Sharpe Ratio

"I also have a question, why you haven't utilized Deflated Sharpe Ratio? That seems to be an extensio..."

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4 years ago

4 years ago

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Kamer left a comment on Probabilistic Sharpe Ratio

"I would be more than glad if someone can also share how to calculate rolling PSR."

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4 years ago

4 years ago