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I am running backtests over n last 100 days and am getting CAR results
which are much less than the % profit for the 100 days. If I run over
1 year the CAR exactly matches the % profit, which it should. I
dont't understend what is happenning with the 100 day results. Any
ideas ?
Herb
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.15.18/585 - Release Date: 12/13/2006 11:49 AM
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