|
PureBytes Links
Trading Reference Links
|
Paul,
<<
Do you know where I can find a simple explanation of the formulas? I'm
currently using UPI (Sharpe but with Ulcer Index instead of SD in the
denominator.) It's got weaknesses, so I'd be open to more creative
measurements.
>>
I think they are many reference books that have these, such as Jack
Schwagers "Complete Guide to the Futures Markets", Perry Kaufman has a
systems book with at least some of this data. Maybe someone on the list can
recommend others. Try the Wiley catalog as well.
-Mike
|