Quote Originally Posted by PinkChip View Post
That's an abbreviation
And a bad one, at that!

Quote Originally Posted by PinkChip View Post
but no definition (how is it computed)?
DI, Desirability Index = Sharpe ratio = e.v./s.d. SCORE = DI^2 = (e.v./s.d.)^2 = (e.v.)^2/variance.

Don