I am looking into popular benchmarking tools like the Sharpe ratio and analyzing how useful they are, so I have to measure the variance, and by this issue alone it kind of shows you that the Sharpe ratio is really worthless if the price fluctuates between orders of magnitudes of digits. Thus I use this corrected variance from now on, but I still continue my research with it. I will publish the results later here on Steemit.
I am looking into popular benchmarking tools like the Sharpe ratio and analyzing how useful they are, so I have to measure the variance, and by this issue alone it kind of shows you that the Sharpe ratio is really worthless if the price fluctuates between orders of magnitudes of digits. Thus I use this corrected variance from now on, but I still continue my research with it. I will publish the results later here on Steemit.
I will be looking for it.