Forum: Traders Hideout
April 12th, 2015, 01:44 PM
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Replies: 28
Views: 13,574
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Forum: Traders Hideout
April 11th, 2015, 10:34 AM
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Replies: 28
Views: 13,574
Smoothness of equity curve
Regarding the smoothness of the equity curve, Curtis Faith introduced me to the r-squared idea. I believe it is in the book Way of the Turtle, but I may be mistaken. There may also be some reference...
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Forum: Traders Hideout
April 10th, 2015, 08:59 AM
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Replies: 28
Views: 13,574
Rleplae,
Since you don't have this on your...
Rleplae,
Since you don't have this on your list, I though I would mention that Ed Seykota uses MAR (annual return / max drawdown) as one of the measures. Not sure if he uses other criteria as...
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