Hi,
Does anyone know where I can download an xls that will work out the Sharpe Ratio if I input a series of trade results? Or any other simple means.
Thanks
Perhaps this will help?
http://www.elitetrader.com/vb/showthread.php?s=&threadid=39002
Thanks, Pete.
I’ll download the demo software link tomorrow when i’m back on a windows and see if I can get my head round the formula on my Mac Excel tonight.