From 712ce1df84be577d119cf6074fbf8d17087443b8 Mon Sep 17 00:00:00 2001 From: Sean Date: Tue, 14 Jan 2025 12:45:11 -0500 Subject: [PATCH] Removed references to SharpeRatioRiskAllocation --- .../Generator/Momentum/SRRiskAllocation.cs | 14 -------------- 1 file changed, 14 deletions(-) delete mode 100644 MarketDataLib/Generator/Momentum/SRRiskAllocation.cs diff --git a/MarketDataLib/Generator/Momentum/SRRiskAllocation.cs b/MarketDataLib/Generator/Momentum/SRRiskAllocation.cs deleted file mode 100644 index c3bc437..0000000 --- a/MarketDataLib/Generator/Momentum/SRRiskAllocation.cs +++ /dev/null @@ -1,14 +0,0 @@ -using System; -using System.Text; - -namespace MarketData.Generator.Momentum -{ - public class SRRiskAllocation - { - public String Symbol { get; set; } - public double SharpeRatioBaseOne { get; set; } // This applies an offset to the Sharpe Ratios so that we are working with zero based SharpeRatios for allocation purposes. - public double Weight { get; set; } - public double Allocation { get; set; } - public int Shares { get; set; } - } -}