Re: equity curving

[DH <catapult@xxxxxxxxxxxxxxxxxx>]

> Has anyone seen or developed a formula that can represent a constant equity
> curve?

Sharpe ratio is considered by most people to be the best measure of
that.

Sharpe = 
  ((annualized return) / (annualized standard deviation of return))
  - (risk free annual return, ie t-bill rate)

Search the archives on "Sharpe" to find Bob Fulks' postings and EL code. 

-- 
  Dennis