Learn how equity/bond, credit, gold/equity and crypto ratios turn market noise into clear risk‑on vs. risk‑off signals-and ...

Discover how quantitative analysis can illuminate hedge fund performance, offering insights into risk metrics and benchmarks ...

The Sharpe Ratio is a mathematical formula which measures the performance of an asset or a group of assets relative to their assumed risk. Formulaically, the Sharpe Ratio is the expected returns of an ...

A higher Sortino ratio can indicate a good return relative to the risk taken. The Sortino ratio focuses on downside volatility, while the Sharpe ratio considers both upside and downside volatility in ...