From Wikipedia, the free encyclopedia

To whom it may concern:

Dear author,

The formula definition of the Omega Ratio is indeed in accordance with what is described in the paper, however the description: "ratio is then the ratio of the probability of having a gain by the probability of having a loss" is inconsistent with the formula because it does not mention the fact that these probabilities are weighted / that it is a ratios of constrained expectancies.

Camille Geniès

From Wikipedia, the free encyclopedia

To whom it may concern:

Dear author,

The formula definition of the Omega Ratio is indeed in accordance with what is described in the paper, however the description: "ratio is then the ratio of the probability of having a gain by the probability of having a loss" is inconsistent with the formula because it does not mention the fact that these probabilities are weighted / that it is a ratios of constrained expectancies.

Camille Geniès


Videos

Youtube | Vimeo | Bing

Websites

Google | Yahoo | Bing

Encyclopedia

Google | Yahoo | Bing

Facebook