Recent content by jp_njc

  1. J

    Secret Formula: Sqr(3) * Kelly Ratio?

    I have come across the Kelly Formula in terms of Sharpe Ratio and I dont see that it matches your formula: Kelly=(MeanAnnualReturn-RiskFreeRate)/StandardDeviation^2, as seen at: http://nickgogerty.typepad.com/files/kellysharpechan.xls. Chan's book explains it further...
  2. J

    Looking for a Proficient TradeStation's EasyLanguage Coder in New Jersey

    I can code in almost any Windows based system and have done Tradestation ECL scripting with TS's global variable DLL. I am very proficient in Matlab, C#, C++ as well. What do you have in mind? I am located in Jersey City, and work in Manhattan.
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