俞同学2019-04-16 19:06:21

Sortino ratio calculation: MAR is pre-setted, not the kind of mean of sampl, MAR WILL NOT alter the degree of freedom, why the denominator has the way to get the deviation as the samplling deviation computation? The function should be wrong, IF no return is below the MAR, whta is meaning of the function? sum o to o, makes no sense to the function. so, T sould be sums from 1, not zero, to a certain count. thanks!