Louis P. wrote:
> 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 <mailto:
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?
>
>
>
Hi Louis,
I would have to re-run my scan every week or month to adjust your
Sharpe Ratio list.
Regards, Boris.