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I like "Managed Trading" by Schwager. Also, Lars Kestner's Jan 96 Futures
Mag article is good. And of course our own Bob Fulks has written an
excellent article on the Sharpe Ratio (www.purebytes.com).
SH
> Although the Sharpe Ratio is widely recognised as a measure of the
> volatility of strategy performance, it arguably suffers from the fact that
> it includes upside volatility in it's calculation, as well as downside.
>
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