S stocklord Newbie Messages 2 Likes 0 Dec 2, 2008 #1 Hi, could someone confirm that trading S&P with a NTR of 45 is basically a leverage of 18X when S&P is 820. Any idea how to incorporate this into a Sharpe ratio? Many thanks.
Hi, could someone confirm that trading S&P with a NTR of 45 is basically a leverage of 18X when S&P is 820. Any idea how to incorporate this into a Sharpe ratio? Many thanks.
