12-12-2005, 09:35 PM
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 Re: Style Analysis This is way over my head, but I see that someone once wrote a Master's Thesis on this topic, including the formulas. Perhaps it will help. http://www.angelfire.com/fang/isariyas/Thesis.pdf John Cowart |
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#-1
12-12-2005, 04:43 PM
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| Style Analysis Hi, I am desperately searching for the following: (1) A completed excel worksheet with all formula worked out for calculating Sharpe's Returned Based Style Analysis. (2) C/C++/VB/.etc ... code for solving the quadratic optimisation problem. My objective is to write a Sharpe's Returned Based Style Analysis program but I am unsure of the level of mathematical detail that is required. If anyone can offer me assistance I would be most grateful. Thanks b. |
| Tags |
| analysis, style |
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