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Forums>StrategyQuant>Extras & Strategies>Formula for System Quality Number (SQN) and SQN Score…

  • #233844 |
    2 Posts

    Hi all,

    Does anyone know the formula StrategyQuant uses for calculating “System Quality Number (SQN)” and “SQN Score”?

    For example, in the attached screenshot, the SQN is calculated as 5 and SQN Score as 1.1.

    What is the formula for these two calculated fields?

    Thanks for your help in advance.



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