The Motley Fool Discussion Boards
Investing/Strategies / Mechanical Investing
|Subject: Re: Optimizing Blends with Sharpe/(GSD^x)||Date: 11/17/2007 1:13 PM|
|Author: klouche||Number: 203986 of 265628|
I don't see a mound of toast in this data, but it may be my eyes are a bit blurred at this point in the game. Let me know what the proposers think of these results.
On the Valueline only I get correlations below:
Looks like not much variation with parameter .75 to 2.
The correlation between GSD and Ulcer is near perfect.
|Copyright 1996-2017 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us|