Hi guys,
I am working on a project for school, and I was wondering if I could calculate the sharpe ratio by SAS?
My dataset consists of daily returns of mutual funds (=colom ret fund) and the return of their benchmarks (colom market)
I first tried to do this manual in excel, but with my 660 000 datapoints, I quickly gave it up.
Can anyone help me?
Thanks a lot in advance
Hi,
I also found this paper, but I don't know how to put that in my code?
I am not so good at SAS, so I am sorry if I ask stupid questions...
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