15 lines
454 B
C#
15 lines
454 B
C#
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; }
|
|
}
|
|
}
|