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Do you or anyone have the formula for the Sharpe ratio? Or a reference to
calculating it from an article or book?
Neil
| -----Original Message-----
| From: Sethw2@xxxxxxx [mailto:Sethw2@xxxxxxx]
| Sent: Thursday, June 18, 1998 11:37 PM
| To: omega-list@xxxxxxxxxx
| Subject: Sharpe ratio
|
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| Is there any way to calculate a sharpe ratio for a system within
| TradeStation?
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| Thanks,
|
| Sethw2@xxxxxxx
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