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<DIV><FONT face=Tahoma>Sharpe Ratio : SR = (E-I)/s</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Tahoma>where E is expected return, I is risk-free interest rate
and s is standard deviation of the returns.</FONT></DIV>
<DIV><FONT face=Tahoma></FONT> </DIV>
<DIV><FONT face=Tahoma>Hope this help...</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Tahoma>Jean-Roland</FONT></DIV>
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<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Guy Tann </DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Monday, July 10, 2000 8:45 PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> RE: Optimal f code for
Tradestation</DIV>
<DIV><BR></DIV>John,<BR><BR>Could you ask him the formula for the Sharpe
Ratio.<BR><BR>Thanks,<BR><BR>Guy<BR><BR>Paranoia...you only have to be right
once to make it all worthwhile!<BR><BR><BR></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Mon Jul 10 19:34:32 2000
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From: "Guy Tann" <grt@xxxxxxxxxxxx>
To: "Metastock User Group" <metastock-list@xxxxxxxxxxxxx>
Subject: Option Error
Date: Mon, 10 Jul 2000 15:28:25 -0700
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Status:
List,
Well I did it again, to coin a popular phrase. I picked the wrong options
to write as my call options. It'll probably work out OK, but I feel pretty
stupid. I rummaged around the web early this morning (early to me anyway)
and tried to pick the right options to trade. For some reason, I had a
brain freeze and picked SXZHO and should have picked SXMHT, which is where
the volume is.
I will start looking for the opportunity to write some SXMHT Calls at
today's opening price and try to get them on an up-tick. I will also try to
exit my SXZHO Calls on a further move down.
I brought up all of the August Calls on my screen and for some reason didn't
see the big volume in that other issue. I guess I was too tired this
morning and better start planning these trades the night before.
Guy
Paranoia...you only have to be right once to make it all worthwhile!
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