Lars Kestner developed the K-ratio just for this. Here's a short overview on the k-ratio: http://glossary.investerms.com/K-Ratio.html
On Tue, Oct 13, 2009 at 1:02 PM, droskill <[email protected]> wrote: > > > Hey all - > > One of the things I would love to optimize around is equity curve > smoothness - but I don't see any parameter that really matches with that. > Drawdown is an obvious one as a smooth equity curve generally doesn't have > huge drawdowns - but I'm wondering if people have other ideas. > > Thanks in advance! > > >
