tag:blogger.com,1999:blog-253123551511703819.post4175183745722537890..comments2023-06-21T12:09:29.290-04:00Comments on The Night Owl Trader: Continuous ImprovementMichelehttp://www.blogger.com/profile/11446439300213187649noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-253123551511703819.post-83737112857560913112010-04-28T01:31:05.960-04:002010-04-28T01:31:05.960-04:00I tried to open that link but got just the blog fr...I tried to open that link but got just the blog frame, no text. I don't know if it's a problem with my browser or something on the server.<br /><br />In any case, I think these metrics are worth pursuing and I thank you for suggesting them.Michelehttps://www.blogger.com/profile/11446439300213187649noreply@blogger.comtag:blogger.com,1999:blog-253123551511703819.post-40057931846822705022010-04-27T15:25:15.571-04:002010-04-27T15:25:15.571-04:00For internal performance analytics, I use a modifi...For internal performance analytics, I use a modified Sterlign ratio. I wrote about Sharpe and Sterling on my blog at http://www.quantisan.com/tag/performance/ if you're interested.<br /><br />(I suggested Sharpe previously because most funds use it in publications)<br /><br />Another benefit of using simple formulas is that they can be done automatically in a spreadsheet. So there's no extra work for me as long as I keep my trade log spreadsheet updated.Paul@Quantisanhttps://www.blogger.com/profile/06918300419332818703noreply@blogger.com