four additional suggestions:
CAGR is influenced mainly from the start date; the better alternative is RAR (a kind of regression)...
MAR is influenced mainly from the only one max dd; the better alternative is to use i.e. an average of the last five greatest dd...
rMAR = RAR/avgdd
maximize the ...
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- Sun Jun 05, 2011 7:28 am
- Forum: Testing and Simulation
- Topic: Robust Optimization Question
- Replies: 7
- Views: 7950