The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Mechanical Investing

URL:  http://boards.fool.com/what-conclusions-can-we-reach-in-your-view-based-26111137.aspx

Subject:  Re: Optimizing Blends with Sharpe/(GSD^x) Date:  11/18/2007  4:51 PM
Author:  elann Number:  204035 of 251797

What conclusions can we reach in your view based on the data presented to date?

I accept the conclusion that Sharpe/GSD may be the best selection metric.

The reason for my comments was the sequence of your posts. In one, you presented data the led to that conclusion. In a subsequent message you presented selective data that appeared to contradict that conclusion, and it confused me.

Elan
Copyright 1996-2014 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us