Eric Severance![]() Member Posts: 23 Joined: 10/11/2012 Location: Incline Viallge, NV ![]() | I’ve been working on OV tests as well as rigorous backtesting of strategies (in OT, Tradestation, etc.). Steve, I was happy to hear you brought this (measurement topic) up (again) and created a section in the Forum to get a discussion going. A recent performance measurement article I read (re: Measurement, Alpha Ratio, attached) may be relevant to this discussion IMHO. More modern, advanced measurement metrics like this may help us even better evaluate, compare, and rank, (switch/balance) various strategies and portfolios - to have an even better tool in OV. See what you think. Regards, Eric Severance ![]() |