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System Quality Number by Van Tharp

2 replies

9 years ago #113417

Dear Community,

I have a question regarding the SQN by van Tharp.

If i want to know the System Quality Number by van Tahrp, do I have to look at the Strategy Quality Number or at the SQN Score?

Thanks for answering.

Best regards,

Finance

9 years ago #129132

Hello,

it is Strategy Quality Number.

If you are interested in exact algorithms used when computing these values I recommend you to download the new Beta version of EA Analyzer, it contains source codes for all statistical functions.

The documentation is still behind the development, but I’d like to describe how to use and modify/add these statistical computations in the next few days.

Mark
StrategyQuant architect

9 years ago #129136

Thank you very much!

Viewing 2 replies - 1 through 2 (of 2 total)

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