Coursera: Computational Investing, Part I

By Tucker Bulch from Georgia Tech.

I do not understand all those hedge, mutual funds stuff. But I will take away with me some important terms.

Risk 1: Standard deviation of return (volatility)

Risk 2: Draw Down (size of drop)

Reward/Risk 1: Sharpe Ratio (most important, how much risk)

Reward/Risk 2: Sortino Ratio

Jensen's Alpha.

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