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Re: Sharpe Ratios of CTA's

To: Omega List <omega-list@xxxxxxxxxx>
Subject: Re: Sharpe Ratios of CTA's
From: DH <catapult@xxxxxxxxxxx>
Date: Wed, 20 Sep 2000 08:39:26 -0700
In-reply-to: <200009200543.WAA14203@xxxxxxxxxxxxxxxxxx>

PureBytes Links

Trading Reference Links

Another thing to keep in mind is money managers charge hefty fees which
adversely affect both returns and Sharpe ratios.

-- 
  Dennis

References:
- Sharpe Ratios of CTA's
  - From: Mark Johnson

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