[amibroker] Re: What is best statistic for straightness of equity curve?

["tuzo_wilson" <j.tuzo.wilson@xxxxxxxxx>]

--- 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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