Recent content by Phil2K

VBA means Visual Basic for Applications. It's the internal programming language of Microsoft's Excel package. Check msdn.microsoft.com for further details.

In the book Trendfollowing the author shows the correlation between some big trendfollowers (e.g. John Henry) and the fall of Barings. I can look up the details if you want.

horribilicus: Have you thought about just calculating the regression line of the log of your equity curve? Then you can sort on the error term, which when minimized should result in the most linear equity curve. Also, the slope could be interpreted as a performance measure as well. If I'm...