"annualized volatility" in the Zorro performance report

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Re: "annualized volatility" in the Zorro performance report [Re: hast29] #479984 05/11/20 09:21 05/11/20 09:21
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	The annualized standard deviation is displayed in the performance report. However Sharpe and R2 are more meaningful.

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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