Hello everyone, 1.do you know how TS calculate Avg. Monthly Return and Std. Deviation of Monthly Return ? 2. What's relationsip between them ? Thank you very much!
You can find definitions of system's metrics here... http://www.iasg.com/PerTrac2000Stataistics.htm Regards
thank you very much. But I think TS consider interest because you can get negative number for Avg. Monthly Return which is different from the website you provide.