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Re: Multiple simultaneous positions, Sharpe ratio



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No SR for intraday-- - but SR is provided for backtested systems in the Analysis tab. Of course no portfolios. Happy New Year to all.
Regards,  Jack.
----- Original Message ----- From: "jim f." <bigbubber@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Sunday, December 30, 2007 8:34 PM
Subject: Re: Multiple simultaneous positions, Sharpe ratio


ok, noob question-
is there a 'code' that Bob Fulks created that provides SR?
2000i doesn't provide SR on intraday systems, correct?



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