Talk:Omega ratio

To whom it may concern:
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