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Re: Re[2]: Yes on Sharpe Ratio, BUT is it enough?

To: "Lawrence Chan" <stnahc@xxxxxxxx>
Subject: Re: Re[2]: Yes on Sharpe Ratio, BUT is it enough?
From: "Don Roos" <rosewood@xxxxxxxxxxxxx>
Date: Sun, 6 Jan 2002 13:51:52 -0800
In-reply-to: <20020106210631.67062.qmail@xxxxxxxxxxxxxxxxxxxxxxx>

PureBytes Links

Trading Reference Links

<and finally, do not trust the TS sharpe result.
Export the equity list out and compute that in Excel.>

Which equity list: the trade by trade info?

Anyone have an excel spreadsheet with the formulas input already that they
would want to share?

Don

References:
- Re: Re[2]: Yes on Sharpe Ratio, BUT is it enough?
  - From: Lawrence Chan

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