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Here's my two bits on the topic:
http://www.cstrader.com/sharpe_ratio.htm
----- Original Message -----
From: "Evo1" <Evo1@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 14, 2005 5:44 PM
Subject: Re: [amibroker] Re: What metrics do you use for comparing systems ?
>
> Hi,
>
> Let's assume I've just performed an optimization with two variables
> (suitable for 3D in order to avoir curve-fitting).
>
> What would be the first three metrics you would sort first to get the
> optimal values of parameters ?
>
> Tia
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> For other support material please check also:
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>
>
> Yahoo! Groups Links
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