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Make sure leveraged returns are calculated correctly #6

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srisi opened this issue Jan 23, 2020 · 0 comments
Open

Make sure leveraged returns are calculated correctly #6

srisi opened this issue Jan 23, 2020 · 0 comments

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@srisi
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srisi commented Jan 23, 2020

Calculation of cagr/sharpe/sortino needs to use leveraged numbers.

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