Recent content by rab212

wow, thank you for your reply. that sounds like quite an undertaking and certainly is going to be very useful. however, it's a bit more comprehensive than what i'm presently looking for. all i'm attempting to do is input my monthly p&l into a spreadsheet of some sort that will calculate sharpe...

does anybody know of software or a spreadsheet that spits out all the relavant statistics that are used to evaluate a trader? (ror, vami, sharpe ratio, worst drawdown, recovery, etc).