Brandon Staab
Brandon Staab
https://alo.mit.edu/wp-content/uploads/2017/06/The-Statistics-of-Sharpe-Ratios.pdf
@barcharcraz, can you give us some feedback on this as everyone using a modern compiler gets a compilation error without this PR
There is inconsistent behavior when listing outside of a repo vs inside a repo as compared with the yellow squares. Similarly using `--tree` outside of a repo doesn't display status.
> Thank you for your comment. I will check ASAP (probably next week) what happens in this case and how to fix it. Also I just noticed that the directory...
Related to #6 and #271
Improving the annualization of the Sharpe or Sortino ratios would be of great significance https://alo.mit.edu/wp-content/uploads/2017/06/The-Statistics-of-Sharpe-Ratios.pdf
@jonathanng From the paper: > "... monthly Sharpe ratios cannot be annualized by multiplying by `sqrt(12)` except under very special circumstances, and I derive the correct method of conversion in...
That was the problem, thank you for the speedy support. Would it be reasonable to give a warning if you try to specify a desktop file that does not exist....