|
PureBytes Links
Trading Reference Links
|
I think Buck Tonetti sounds a lot better than Fred, don't you? :-))
Excuse me for being persistent, but you wrote: "With regards to MAR in the
Excel sheet, you are correct in that MAR =CAR / MDD, but CAR is not
available in the one line output summaries from AA backtests, so I did in
the spreadsheet calculate it as you say as this is sufficient to provide a
number to rank the vehicles with." So, what you are saying is that, to be a
purist and be perfectly correct, the MAR calculation you showed in the excel
spreadsheet is really incorrect from the standpoint of what CAR actually is,
and if the output summaries of AB gave Annual System % Return, you would use
that in place of CAR for calculating the MAR, right? I just wanted to make
this clear in my mind for some other projects I'm working on right now.
Thanks.
AV
_________________________________________________________________
MSN 8 with e-mail virus protection service: 2 months FREE*
http://join.msn.com/?page=features/virus
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|