I won't share trading systems, but I would be interested in working together on portfolio theory and risk metrics. Among the other things, I'm modifying the sharpe ratio, trying to find something to better assess the quality of my trading systems. If you or other members are interested, we could do a chat on msn, skype or even here. Since I don't have a background in mathematics, I have a down-to-earth pragmatic approach and do everything on excel. I hope to get this thing done and come up with a final formula within weeks, and without getting involved in too much academic theory. The exchange could go from a 30-minutes chat to a few weeks of discussion.