MAR Ratio at +Infinity
Posted: Mon Apr 14, 2008 12:23 pm
Just this morning I got a demo version of Trading Blox, and was fiddling around with various systems.
One of the systems I tested yielded a MAR Ratio of +Infinity with a stratospheric Sharpe ratio to boot. Yet, the CAGR was a meagre 3.9% over a 12 year period. How do I interpret this data?
Kobeyashi
One of the systems I tested yielded a MAR Ratio of +Infinity with a stratospheric Sharpe ratio to boot. Yet, the CAGR was a meagre 3.9% over a 12 year period. How do I interpret this data?
Kobeyashi