"annualized volatility" in the Zorro performance report

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Re: "annualized volatility" in the Zorro performance report [Re: hast29] #479969 05/10/20 09:34 05/10/20 09:34
Joined: Jul 2017 Posts: 784 Z Zheka User
Zheka User Z Joined: Jul 2017 Posts: 784	You have to bear in mind that Zorro calculates Sharpe from 'bar returns'.

Entire Thread
Subject	Posted By	Posted
"annualized volatility" in the Zorro performance report	hast29	05/07/20 08:36
Re: "annualized volatility" in the Zorro performance report	AndrewAMD	05/07/20 13:36
Re: "annualized volatility" in the Zorro performance report	hast29	05/07/20 16:26
Re: "annualized volatility" in the Zorro performance report	AndrewAMD	05/08/20 16:05
Re: "annualized volatility" in the Zorro performance report	hast29	05/10/20 08:05
Re: "annualized volatility" in the Zorro performance report	danatrader	05/10/20 08:58
Re: "annualized volatility" in the Zorro performance report	Zheka	05/10/20 09:34
Re: "annualized volatility" in the Zorro performance report	jcl	05/11/20 09:21

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