Originally Posted by PinkChip That's an abbreviation And a bad one, at that! Originally Posted by PinkChip 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
Forum Rules
Bookmarks