Evolution of individual Sharpe Ratios over a 20-month period.
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https://figshare.com/articles/dataset/_Evolution_of_individual_Sharpe_Ratios_over_a_20_month_period_/545308
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资源简介：
Average Sharpe Ratios calculated for four subsequent periods of five months each. Sharpe ratios increased significantly over the 20 months suggesting that traders were learning how to make more money per unit of risk taken.
创建时间：
2009-11-25
