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Re: What Constitutes Acceptable System Performance?

To: Omega List <omega-list@xxxxxxxxxx>
Subject: Re: What Constitutes Acceptable System Performance?
From: DH <catapult@xxxxxxxxxxxxxxxxxx>
Date: Thu, 22 Jan 2004 12:27:02 -0800

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> Upward volatility gives a higher
> Sharpe ratio every time.

I should have added "compared to downward volatitily."

-- 
  Dennis

References:
- Re: Re[2]: What Constitutes Acceptable System Performance?
  - From: Alex Matulich

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