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Sharpe Ratio

To: <omega-list@xxxxxxxxxx>
Subject: Sharpe Ratio
From: "Mark Conway" <groundswell@xxxxxxx>
Date: Thu, 14 Mar 2002 13:32:44 -0800

PureBytes Links

Trading Reference Links

I seem to recall someone had some EL code for the Sharpe Ratio - went to
traders2traders but the site was not up. Any pointers appreciated...

Mark C.

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