[JBookTrader] Re: Sharpe Ratio for risk adjustment

[Kelvin]

I think 5.08 will be a great version.

On Sep 11, 10:39 pm, nonlinear5 <[EMAIL PROTECTED]> wrote:
> > No, that is not correct. For example, currently TickFader has much
> > less trading days, but it has close profit to Balancer.
> > In the SNR criterion, TickFader should be much better than Balancer.
>
> Well, yes, if the number of trading days is not the same, then the
> simplified formula will not work. OK, fine, we'll go with the Dyno's
> original formula then.
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