kalori
13th April 2005, 07:06 PM
Hello,
Does Tradesim as part of the reports provide some measure of the risk of the backtested trading system? E.g. Sharpe ratio, or other popular methods such as RRR, (overview in section one here:
http://www.wallst.de/TS_PerformanceReport.PDF )
Also are their options for displaying annualised returns and standard deviation?
(I think dilmun99 covered thse questions a few other useful ones for comparing backtested results in his post:
http://www.compuvision.com.au/phpBB2/viewtopic.php?p=1487& )
Thanks,
Kalori
Does Tradesim as part of the reports provide some measure of the risk of the backtested trading system? E.g. Sharpe ratio, or other popular methods such as RRR, (overview in section one here:
http://www.wallst.de/TS_PerformanceReport.PDF )
Also are their options for displaying annualised returns and standard deviation?
(I think dilmun99 covered thse questions a few other useful ones for comparing backtested results in his post:
http://www.compuvision.com.au/phpBB2/viewtopic.php?p=1487& )
Thanks,
Kalori