FinTech Homework

Sean Han (韓傳祥)

Due date: 20191117 23:59:59

Portfolio Test

Test your portfolio on https://www.tradingvalley.com. Here is the video by Prof. Sean Han.

Report your results:

  1. Sharpe Ratio
  2. Screen shot the output of your Sharpe ratio from your monitor
  3. List assets of your portfolio

The final performance will be evaluated by the following formula:

0.4*10*return + 0.4*Sharpe ratio + 0.2* vol/MDD