Tail ratio
Forge API 1
How big the best days run against the worst, over the same series: above 1, the good days are bigger.
the size of the 95th percentile of the daily returns over the size of the 5th percentile
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How big the best days run against the worst, over the same series: above 1, the good days are bigger.
the size of the 95th percentile of the daily returns over the size of the 5th percentile
Was this page helpful?