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Posts: 5

Topic: SQN Number and R Squared

Does anyone have ref to DR van Tharp use of lot sizing using the ea studio metrics of R SQUARED and the SYSTEM QUALITY NUMBER

2 (edited by ats118765 2020-02-18 13:09:14)

Re: SQN Number and R Squared

stuwi1973 wrote:

Does anyone have ref to DR van Tharp use of lot sizing using the ea studio metrics of R SQUARED and the SYSTEM QUALITY NUMBER

Hi Stuwi

It is covered in his book https://www.amazon.com/Definitive-Guide … 0935219099.....but you may need to do some clever searching if you do not want to pay the high price for it :-)

Diversification and risk-weighted returns is what this game is about

Re: SQN Number and R Squared

thanks rich at the south african exchange rate that book is out of the question

Re: SQN Number and R Squared

I cannot understand you, you Southern hemisphere people smile Stuwi, you want to know the exact formulas in use?

Re: SQN Number and R Squared

Stuwi, here is the R-Squared code used in EA Studio: https://gist.github.com/PopovMP/9131e3a … 3a0d1fa994

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