--- In vpFREE@yahoogroups.com, "vpplayer88" <vpplayer88@...> wrote:
>There isn't much logic to blindly dividing edge by standard deviation.
Well, as much as I'd like to take credit, I really can't. It's called the "Sharpe Ratio", proposed by a Nobel laureate:
google.com/search?q=sharpe+ratio
------------------------------------
vpFREE Links: http://www.west-point.org/users/usma1955/20228/V/Links.htm
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/vpFREE/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/vpFREE/join
(Yahoo! ID required)
<*> To change settings via email:
vpFREE-digest@yahoogroups.com
vpFREE-fullfeatured@yahoogroups.com
<*> To unsubscribe from this group, send an email to:
vpFREE-unsubscribe@yahoogroups.com
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment