quote:
Sharpe and Treynor = huh?
Keep wishing, you never receive a request to implement this!
Quite dry theoretical, statistical stuff, but one of the major point when is comes to performance and mutual funds.
BTW, what runtime or reaction time is this expected to have?
Cheers,
Frank
--
Frank Kalis
Microsoft SQL Server MVP
Webmaster: http://www.insidesql.org/blogs
My blog: http://www.insidesql.org/blogs/frankkalis/[/url]