Recent Content by sugoi1981

  1. One or Two Systems?

    Instead of Sharpe Ratio, I would take the Sortino and or Omega one. MAR Ratio is a good measure as well. Basically, every measure, which...
    Post by: sugoi1981, Oct 22, 2013 in forum: Strategy Building

  2. How to analyze and evaluate momentum strategies?

    Hi, I just read an article about CTA trend following calibration suggestoins. In the article a cross over moving average with 20 50 and 200...
    Post by: sugoi1981, May 16, 2010 in forum: Strategy Building

  3. How to analyze and evaluate momentum strategies?

    Hi guys, I am new in this forum and I am wondering why I haven't found this webpage earlier. I had some modules with respect to price...
    Post by: sugoi1981, May 14, 2010 in forum: Strategy Building