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--- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
> Professional money managers are sometimes evaluated based on the Sharpe
> Ratio of their performance, so it has some value. But, in my
research, I
> have not found Sharpe Ratio to be a very good metric for use when
developing
> systems.
What about Sortino Ratio? Does anyone have any opinions about it?
Tuzo
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