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Subject:  Re: Optimizing Blends with Sharpe/(GSD^x) Date:  11/18/2007  4:51 PM
Author:  elann Number:  204035 of 270780

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.

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