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TST: Improve cumulative risk metrics sheet in answer key.

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Update answer key for cumulative risk:
- Annualization of Sharpe
- Use 10 year period
- Use of daily returns vectors instead of compounded return scalar.

No tests or risk module code are currently reading off of this sheet,
but developing it ahead of work in risk module so that the sheet can
be examined and vetted.
This commit is contained in:
Eddie Hebert
2013-08-14 11:34:48 -04:00
parent cbac1bd6cb
commit bb8a734ae2
1 changed files with 1 additions and 0 deletions
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