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    Sharpe Ratio Question

    To annualize your standard deviations, multiply by the square root of the number of trading days. In the case you described, you would multiply by the square root of 150. You should use the STDEV() to figure out your standard deviations. STDEVP() is capable of interpreting TRUE FALSE and...
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    Tax on sale/purchase of financial instruments

    I agree with you Ilya. Unfortunately, what is most likely to happen is that those with the deepest lobbyist pockets will spin Congress into coming down on the hedge funds. I have already seen some preliminary demonizing on C-Span and read something about a wave of regulation targeting hedge...
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    Calculating Historical Volatility

    Hi, In a rage of confusion and frustration, I set out to figure out how Historic Volatility (HV) is calculated. I couldn't find clear and correct guidance in forums, so I decided to pull the ideas and examples from other places and write my own explanation of how to calculate HV...