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Yuki,
> Okay, so a small number is good, right? If I divide by total capital
> allotted to each equity (not aggregate total capital), I get a
> fractional number. Is that meaningful?
Yes smaller (relatively) standard error is good. But don't put to much
weight on it. Systems that produce exponential growth
have high standard error (because exponential curve does not resemble
straight line), even if they don't produce substantial drawdowns.
Best regards,
Tomasz Janeczko
amibroker.com
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