Re: [amibroker] sharpe ratio benchmark

["Louis P." <rockprog80@xxxxxxxxx>]

Hi,

I think it is possible, but you would have to re-run your scan every morning to adjust your Sharpe Ratio list.  There was a long thread about the best 500 stocks as related to how close they are to their 52 weeks high and this might interest you.

Best of luck,
Louis

2008/7/22 Boris Kanevsky <lanbor@xxxxxxx>:

Dear All,

I am trying to create watch list of stocks with "Sharpe ratio" > 1.00.
This benchmark would be generate for individual stock, back tasting
for the same time period using "buy" and "sell" conditions.

Is it possible to create such a benchmark in Amibroker?

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