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; }
  }
}