Trading rules and Sharpe ratio with matlab
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Hi
I am running trading rule using mattlab and then calculating the average for buy, sell and buy-sell. Also calculating the T-statistic for each one. finally calculating the sharpe ratio. however, when calculating the average for the rule using matlab and excel the answers do not match. secondly the sharp ratio is too large for some data. e.g. 370. any help please please please....
thanks Jean
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