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Re: "The Sharpe Engine" My 2008 project
To
: Omega List <
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>
Subject
: Re: "The Sharpe Engine" My 2008 project
From
: adleone <
adleone@xxxxxxxxxxxxx
>
Date
: Tue, 01 Jan 2008 02:50:20 -0500
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Does anyone know how TradeStation 8.xxxx calculates the Sharpe Ratio it
uses in its Systems Report / Trade Manager Analysis Report? Because what
shows up does not match the indicator Bob Fulks wrote....
References
:
Re: "The Sharpe Engine" My 2008 project
From:
Alex Matulich
Re: "The Sharpe Engine" My 2008 project
From:
DH
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