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#211




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#212




thanks. what risk/return metric did you use?
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#213




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i realized that as long as you use some logical/common sense reasoning, arbitrary numbers are acceptable. you don't need to justify every single number with another number. once you realize that, the whole assessment becomes a bit easier. i used mean, coefficient of variation, and CTE. i reasoned that those three parameters cover all bases (average expected contribution amount, amount of deviation, and amount at highly adverse situations)
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#214




I used the Sharpe Ratio, as outlined earlier in this thread. Then I used CTE(75) as a risk metric.
Oh, but I didn't call it a "Sharpe Ratio". That's where the ideology was derived from, but it's a little modified. Not that that would necessarily matter, but it might rub a grader the wrong way if they are already familiar with Sharpe.
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The difference between insanity and genius is measured only by success. P.S. Taxation is theft. 
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