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Turing Finance | December 19, 2018

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Financial objective functions

Financial objective functions including the Sharpe Ratio, Sortino Ratio, Modigliani Ratio, Information Ratio, and more

Measures of Risk-adjusted Return

September 1, 2013 | | 17 Comments

This article is a supplement to some of the topics presented in Dr. Tucker Balch's online MOOC, Computational Investing. Financial markets are complex adaptive systems which are almost always indistinguishable from random processes. That said markets do exhibit quantifiable factors such ... Read More