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S.RiskFreeRate

 

 

 

 

Category

Daily Test Statistics

Description

The daily closing value of the data series specified by the RiskFreeRateSym symbol

Notes

This is mainly useful when calculating the Sharpe Ratio, as in the default formula from Results.rts:

If RiskFreeeRateSym is not specified or if it refers to a symbol that is not available in the current data file, S.RiskFreeRate will be a series of zeros.

 

 

 

 

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