Sortino ratio question

Created at 12 Feb 2023, 14:30

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notzen

Joined 30.01.2017

Sortino ratio question
12 Feb 2023, 14:30

Hi,

would be possible to ave more information about how the sortino ratio is calculated ?

the T performance, what is it? this value have to be decided but there is not trace in the doc about what value you decide to take.

please let us know , thank you

@notzen

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