Talk:Omega ratio

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Finance & Investment Mid‑importance

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To whom it may concern:[edit]

Dear author,

The formula definition of the Omega Ratio is indeed in accordance with what is described in the paper, however the description: "ratio is then the ratio of the probability of having a gain by the probability of having a loss" is inconsistent with the formula because it does not mention the fact that these probabilities are weighted / that it is a ratios of constrained expectancies.

Camille Geniès