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Correct ...
Buck ?! Tonetti. Hmmm. Well my full first name is Frederick and
some do call me Rick, so if you prefer that go for it, but not Buck.
--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <avcinci@xxxx> wrote:
> 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
>
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