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Ratio calculations Discussion

san4x (san4x)
Apr 02 2011 at 14:03
86 posts
Hi,

Great new additions. But I am really wondering about some of the new ratio's you've added.
I've ran my results through my own statistical package, and Sharpe for example is way off.

I've looked at other systems and have not seen Sharpe above 1. While some of the systems should show Sharpe Ratios of 2-5.

Similar situation for the Z-factor and some other calcs shown on the right column.


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