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first
thing to do is go to this AB site: <A
href="">http://www.amibroker.com/listarchive.html
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and
download the searchable archives.
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Then
put in Sharpe Ratio and your wishes will be answered.
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VERY
valuable resource.
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<FONT
face=Tahoma size=2>-----Original Message-----From: ajfulleton
[mailto:ajfulleton@xxxxxxxxxxxx] Sent: Monday, July 21, 2003 2:51
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Help
programming Sharpe RatioAll,I am struggling
to program the Sharpe Ratio in AFL for use in mutualfunds. I hate to
reinvent the wheel. Has anyone attempted this taskand would you
share the AFL code with me?(Fund annualized Return - Low Risk Return's
annualized Return) /(Fund annualized Standard Deviation - Low Risk
return's annualizedStandard Deviation)It looked simple to me when
I started....Thanks,...AllenPS; I am new to AB, as you
can tell.Send
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