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Re: "The Sharpe Engine" My 2008 project

To: Omega List <omega-list@xxxxxxxxxx>
Subject: Re: "The Sharpe Engine" My 2008 project
From: adleone <adleone@xxxxxxxxxxxxx>
Date: Tue, 01 Jan 2008 02:50:20 -0500
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Does anyone know how TradeStation 8.xxxx calculates the Sharpe Ratio ituses in its Systems Report / Trade Manager Analysis Report? Because whatshows up does not match the indicator Bob Fulks wrote....

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References:
- Re: "The Sharpe Engine" My 2008 project
  - From: Alex Matulich
- Re: "The Sharpe Engine" My 2008 project
  - From: DH

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