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Anyone read the book by Robert Barnes, "Trading System Analysis"?. Does
he add anything new (ie new stats, methods, data, etc) to a "standard"
type of system analysis? If so could you comment?
I'd define standard as what's available in TS with maybe Sharpe Ratio
and an underwater analysis. Had anyone on the list compiled a list of
performance stats that "should" be reported?
Regards,
Bill Vedder
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