Removed references to SharpeRatioRiskAllocation
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using System;
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using System.Text;
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namespace MarketData.Generator.Momentum
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{
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public class SRRiskAllocation
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{
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public String Symbol { get; set; }
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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.
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public double Weight { get; set; }
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public double Allocation { get; set; }
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public int Shares { get; set; }
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}
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}
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