Risk free rate for Zorros sharp ratio calculation

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Risk free rate for Zorros sharp ratio calculation #479051 02/09/20 12:58 02/09/20 12:58
Joined: Jul 2019 Posts: 49 Köln S StefanCGN OP Newbie
StefanCGN OP Newbie S Joined: Jul 2019 Posts: 49 Köln	Can anybody tell me what Zorros benchmark return for SR calculation is? As I am building my own statistics tool based on Matlab, using trades.csv, it would be interesting to compare....

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Subject	Posted By	Posted
Risk free rate for Zorros sharp ratio calculation	StefanCGN	02/09/20 12:58
Re: Risk free rate for Zorros sharp ratio calculation	Spirit	02/11/20 11:37

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