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Cross-Sectional MR/M strategy from 1986-1998: 2.14 Sharpe Ratio
By Student  •  March 29, 2011
Admin updates After a hiatus for taking my CAIA exam and some other personal stuff I think I am back to my regular schedule. I have also been wrestling with the atrociously maintained PACAP data so much so that my *Ultimate* Stock Strategy Backtesting engine got delayed; bugger that, I have now finished it and [...]...
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By Student
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