Talk:Omega ratio
Appearance
This article is rated Stub-class on Wikipedia's content assessment scale. It is of interest to the following WikiProjects: | ||||||||||||||||||||||||
|
To whom it may concern:
[edit]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