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[amibroker] Re: Curve fitting I



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Trading Reference Links

I've tried a few indicators, and haven't been able to come close to 
a Sharpe ratio of 1, let alone positive.

I've read (well ok, tried to understand) the article on the Sharpe 
Ratio plus poked around on the web to understand it a little better, 
but i don't think things have sunk in.

But even before I try to look at that indicator:

1 - How do people view this ratio?  Do you think it is a weak or 
strong indicator of risk adjusted return.

2 - I know that 5% is hard coded as a "risk free rate", but at this 
point in time, isn't that kinda high?

3 - OR if people know where else I can look to compare and weight 
the various measures ot return that would be helpful.

Thanks in advance!!!

CHris



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