[JBookTrader] Re: Sharpe Ratio for risk adjustment

[dyno]

On Sep 23, 7:50 pm, nonlinear5 <[EMAIL PROTECTED]> wrote:
> > Incidently, PI is very close to Van Tharp's SQN (system quality
> > number),
> > which he uses to compare systems.
>
> I was looking for a reference to SQN to see how it's calculated, but
> could not find the actual formulas. Got a link, rickty?

The idea is provide risk reward ratio as a tool for strategy
comparison. The closest term I can find is Sharpe Ratio, that's why I
brought it here and made modification for strategy comparison.
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