|
PureBytes Links
Trading Reference Links
|
Just kidding! I was referring to your alter ego email name Buck Gray. You
missed the question I raised in my last email. If I am right, all you need
to say is yes. Thanks.
AV
>From: "Fred <fctonetti@xxxxxxxxx>" <fctonetti@xxxxxxxxx>
>Reply-To: amibroker@xxxxxxxxxxxxxxx
>To: amibroker@xxxxxxxxxxxxxxx
>Subject: [amibroker] Re: The Watered Down Semi-Interesting System
>Date: Fri, 21 Feb 2003 16:56:20 -0000
>
>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
> >
> > _________________________________________________________________
> > MSN 8 with e-mail virus protection service: 2 months FREE*
> > http://join.msn.com/?page=features/virus
>
Al Venosa
avcinci@xxxxxxxxxxx
_________________________________________________________________
The new MSN 8: smart spam protection and 2 months FREE*
http://join.msn.com/?page=features/junkmail
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/
|